Preference-based evolutionary multi-objective optimization for portfolio selection: a new credibilistic model under investor preferences

DOI10.1007/s10898-019-00782-1zbMath1440.90068OpenAlexW2944554922WikidataQ127903641 ScholiaQ127903641MaRDI QIDQ2301191

Ana B. Ruiz, Mariano Luque, José D. Bermúdez, Enriqueta Vercher, Rubén Saborido

Publication date: 28 February 2020

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-019-00782-1

zbMATH Keywords

reference pointportfolio selectionmultiple criteria decision-makingcredibilistic loss aversionpreference-based evolutionary multi-objective optimization

Mathematics Subject Classification ID

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

Related Items (2)

Portfolio optimization using higher moments in an uncertain random environment ⋮ Preference-based evolutionary multi-objective optimization for portfolio selection: a new credibilistic model under investor preferences

Uses Software

• jMetal

Cites Work

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