Multi-objective portfolio optimization considering the dependence structure of asset returns
From MaRDI portal
Publication:319400
DOI10.1016/j.ejor.2015.01.025zbMath1346.91197OpenAlexW1967324630MaRDI QIDQ319400
Edris Babaei, Mohammad Mehdi Sepehri, Sadra Babaei
Publication date: 6 October 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2015.01.025
metaheuristicsportfolio optimizationstable distributioncopula functionmulti-objective particle swarm optimization
Multi-objective and goal programming (90C29) Approximation methods and heuristics in mathematical programming (90C59) Portfolio theory (91G10)
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