A new efficiently encoded multiobjective algorithm for the solution of the cardinality constrained portfolio optimization problem
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 |
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