Portfolio optimization with tri-objective for index fund management
Year of publication: |
2022
|
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Authors: | Chen, Yao-Tsung ; Sheng, Yang |
Published in: |
Algorithmic finance. - Amsterdam : IOS Press, ISSN 2158-5571, ZDB-ID 3099846-3. - Vol. 9.2022, 3/4, p. 121-127
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Subject: | Index fund | portfolio optimization | multi-objective optimization algorithm | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Investmentfonds | Investment Fund | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis |
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