A new efficiently encoded multiobjective algorithm for the solution of the cardinality constrained portfolio optimization problem
K. Liagkouras, K. Metaxiotis
| Year of publication: |
August 2018
|
|---|---|
| Authors: | Liagkouras, K. ; Metaxiotis, K. |
| Published in: |
Managerial multiple objective optimization. - New York, NY, USA : Springer. - 2018, p. 281-319
|
| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Algorithmus | Algorithm | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/s10479-016-2377-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011897022