Multi-objective portfolio optimization considering the dependence structure of asset returns (Q319400)
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scientific article; zbMATH DE number 6633527
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| English | Multi-objective portfolio optimization considering the dependence structure of asset returns |
scientific article; zbMATH DE number 6633527 |
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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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0.7713855504989624
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0.7611039280891418
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0.7533168196678162
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0.7501848340034485
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