A new efficiently encoded multiobjective algorithm for the solution of the cardinality constrained portfolio optimization problem
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Publication:1615960
DOI10.1007/s10479-016-2377-zzbMath1398.91534OpenAlexW2556781984MaRDI QIDQ1615960
Konstantinos Metaxiotis, Konstantinos Liagkouras
Publication date: 31 October 2018
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-016-2377-z
multiobjective optimizationportfolio optimizationevolutionary algorithmscardinality constrainedencoding scheme
Multi-objective and goal programming (90C29) Approximation methods and heuristics in mathematical programming (90C59) Portfolio theory (91G10)
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