A portfolio optimization model with three objectives and discrete variables (Q2655644)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A portfolio optimization model with three objectives and discrete variables |
scientific article |
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A portfolio optimization model with three objectives and discrete variables (English)
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25 January 2010
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evolutionary multiobjective optimization
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class constraints
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multiobjective portfolio selection
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NSGA-II
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PESA
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quantity constraints
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SPEA2
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