Multi-objective portfolio optimization considering the dependence structure of asset returns (Q319400)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-objective portfolio optimization considering the dependence structure of asset returns |
scientific article |
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Multi-objective portfolio optimization considering the dependence structure of asset returns (English)
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6 October 2016
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metaheuristics
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portfolio optimization
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stable distribution
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copula function
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multi-objective particle swarm optimization
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