Multi-Attribute Portfolio Selection with Genetic Optimization Algorithms

DOI10.3138/infor.47.1.23OpenAlexW2108591779MaRDI QIDQ6160191

Lean Yu, Kin Keung Lai, Shou-Yang Wang

Publication date: 9 May 2023

Published in: INFOR: Information Systems and Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3138/infor.47.1.23

zbMATH Keywords

genetic algorithmmean-variance modelasset allocationmulti-attribute portfolio selectionasset quality evaluation

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

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