Portfolio optimization with an envelope-based multi-objective evolutionary algorithm

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Publication:1042208

DOI10.1016/j.ejor.2008.01.054zbMath1176.90527OpenAlexW2107845038MaRDI QIDQ1042208

B. Scheckenbach, Hartmut Schmeck, Michael Stein, Juergen Branke, Kalyanmoy Deb

Publication date: 7 December 2009

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2008.01.054




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