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Portfolio optimization with an envelope-based multi-objective evolutionary algorithm
Branke, Jürgen; Scheckenbach, B.; Stein, Michael; Deb, K. - In: European journal of operational research : EJOR 199 (2009) 3, pp. 684-693
Persistent link: https://www.econbiz.de/10003900045
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The iPICEA-g : a new hybrid evolutionary multi-criteria decision making approach using the brushing technique
Wang, Rui; Purshouse, Robin C.; Giagkiozis, Ioannis; … - In: European journal of operational research : EJOR 243 (2015) 2, pp. 442-453
Persistent link: https://www.econbiz.de/10010510082
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Preference-inspired co-evolutionary algorithms using weight vectors
Wang, Rui; Purshouse, Robin C.; Fleming, Peter J. - In: European journal of operational research : EJOR 243 (2015) 2, pp. 423-441
Persistent link: https://www.econbiz.de/10010510087
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GP-DEMO : differential evolution for multiobjective optimization based on Gaussian process models
Mlakar, Miha; Petelin, Dejan; Tus̆ar, Tea; Filipič, Bogdan - In: European journal of operational research : EJOR 243 (2015) 2, pp. 347-361
Persistent link: https://www.econbiz.de/10010510121
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Multi-objective portfolio optimization considering the dependence structure of asset returns
Babaei, Sadra; Sepehri, Mohammad Mehdi; Babaei, Edris - In: European journal of operational research : EJOR 244 (2015) 2, pp. 525-539
Persistent link: https://www.econbiz.de/10010531892
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An experimental analysis of the p-median problem under uncertainty : an evolutionary algorithm approach
López-Monzalvo, Francisco; Brizuela, Carlos A. - In: European journal of industrial engineering : EJIE 8 (2014) 4, pp. 554-578
Persistent link: https://www.econbiz.de/10011284994
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Robust multiobject optimization & applications in portfolio optimization
Fliege, Jörg; Werner, Ralf - In: European journal of operational research : EJOR 234 (2014) 2, pp. 422-433
Persistent link: https://www.econbiz.de/10010356739
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Optimisation of allocated portfolio using multi-objective stochastic programming
Ekhtiari, Mostafa; Alinezhad, Alireza; Kazemi, Abolfazl - In: International journal of financial services management … 6 (2013) 2, pp. 155-169
Persistent link: https://www.econbiz.de/10010237997
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Minmax robustness for multi-objective optimization problems
Ehrgott, Matthias; Ide, Jonas; Schöbel, Anita - In: European journal of operational research : EJOR 239 (2014) 1, pp. 17-31
Persistent link: https://www.econbiz.de/10010403699
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Multiobjective evolutionary algorithms for complex portfolio optimization problems
Anagnostopoulos, Konstantinos P.; Mamanis, Georgios - In: Computational Management Science : CMS 8 (2011) 3, pp. 259-279
Persistent link: https://www.econbiz.de/10009231296