Multi-swarm multi-objective optimizer based on \(p\)-optimality criteria for multi-objective portfolio management

DOI10.1155/2019/8418369zbMath1435.91170OpenAlexW2909072876WikidataQ125762085 ScholiaQ125762085MaRDI QIDQ2298863

Liling Sun, Yabao Hu, Rui Liu, Hanning Chen, Maowei He, Hai Shen

Publication date: 20 February 2020

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2019/8418369

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Approximation methods and heuristics in mathematical programming (90C59) Portfolio theory (91G10)

Related Items (1)

\(p\)-optimality-based multiobjective root system growth algorithms for multiobjective applications

Uses Software

• MOEA/D

Cites Work

• Multi-objective portfolio optimization considering the dependence structure of asset returns
• Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns
• A coevolutionary technique based on multi-swarm particle swarm optimization for dynamic multi-objective optimization

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