Solimanpur, Maghsoud; Mansourfar, Gholamreza; Ghayour, … - In: Studies in Economics and Finance 32 (2015) 3, pp. 379-394
, namely, return and risk. A genetic algorithm (GA) with multiple fitness functions called as Multiple Fitness Functions … return, risk, beta ratio, liquidity ratio, reward to variability ratio, Treynor’s ratio and Jensen’s alpha. …