A multi-objective portfolio model with improved transaction cost based on CVaR (Q5209429)
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scientific article; zbMATH DE number 7155894
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| English | A multi-objective portfolio model with improved transaction cost based on CVaR |
scientific article; zbMATH DE number 7155894 |
Statements
22 January 2020
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multi-objective portfolio
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CVaR
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multi-objective genetic algorithm
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transaction cost function
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0.845317542552948
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0.828686535358429
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0.8205563426017761
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0.803130030632019
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