scientific article; zbMATH DE number 7155894

DOI10.11721/CQNUJ20190315zbMath1449.91129MaRDI QIDQ5209429

Xian-Jun Long, Qiang Long, Huihui Song

Publication date: 22 January 2020

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

multi-objective genetic algorithmCVaRmulti-objective portfoliotransaction cost function

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Portfolio theory (91G10)

Uses Software

• Unnamed Item

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