Using multiobjective algorithms to solve the discrete mean-variance portfolio selection
Year of publication: |
2010
|
---|---|
Authors: | Anagnostopoulos, K. P. ; Mamanis, G. |
Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 2.2010, 3, p. 152-162
|
Subject: | Portfolio-Management | Portfolio selection | Varianzanalyse | Analysis of variance | Theorie | Theory |
-
A multiobjective model for passive portfolio management : an application on the S&P 100 index
GarcĂa, Fernando, (2013)
-
Zhao, Hui, (2017)
-
Detecting prudence and temperance in risk exposure : the hybrid variance framework
Gao, Jun, (2022)
- More ...
-
A portfolio optimization model with three objectives and discrete variables
Anagnostopoulos, K. P., (2010)
-
Anagnostopoulos, K. P., (2010)
-
Anagnostopoulos, K. P., (2010)
- More ...