Maximum Entropy Bi-Objective Model and its Evolutionary Algorithm for Portfolio Optimization

DOI10.1142/S0217595922500142MaRDI QIDQ5888387

Unnamed Author, Qian Lei, Chun-An Liu

Publication date: 25 April 2023

Published in: Asia-Pacific Journal of Operational Research (Search for Journal in Brave)

zbMATH Keywords

multi-objective optimizationportfolio optimizationevolutionary algorithmPareto optimal solutionassets management

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Uses Software

• SPEA2

Cites Work

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