2-phase NSGA II: an optimized reward and risk measurements algorithm in portfolio optimization
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Publication:2633216
DOI10.3390/a10040130zbMath1461.91271OpenAlexW2769449267WikidataQ57830124 ScholiaQ57830124MaRDI QIDQ2633216
Mohammad Shojafar, Seyedeh Elham Eftekharian, Shahaboddin Shamshirband
Publication date: 8 May 2019
Published in: Algorithms (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3390/a10040130
Multi-objective and goal programming (90C29) Approximation methods and heuristics in mathematical programming (90C59) Portfolio theory (91G10)
Related Items (4)
An enhanced GRASP approach for the index tracking problem ⋮ Analyzing the performance of a two-tail-measures-utility multi-objective portfolio optimization model ⋮ 2-Phase NSGA II ⋮ Fuzzy multi-objective portfolio model based on semi-variance--semi-absolute deviation risk measures
Uses Software
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