An analysis of the hypervolume Sharpe-ratio indicator
type: Item
instance of: scholarly article
title: An analysis of the hypervolume Sharpe-ratio indicator
zbMATH Open document ID: 1431.90141
author: Andreia P. Guerreiro
author: Carlos M. Fonseca
published in: European Journal of Operational Research
publication date: 2020-01-23T00:00:00Z
Mathematics Subject Classification ID: 90C29
Mathematics Subject Classification ID: 90C59
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 7156961
zbMATH Keywords: multiple criteria analysis
zbMATH Keywords: multiobjective optimization
zbMATH Keywords: quality indicator
zbMATH Keywords: portfolio selection
zbMATH Keywords: evolutionary algorithms
describes a project that uses: SMS-EMOA
describes a project that uses: weightedHypervolume
describes a project that uses: HypE
MaRDI profile type: Publication
full work available at URL: j.ejor.2019.11.023
OpenAlex ID: W2990951554
Wikidata QID: Q126807437
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DOI: 10.1016/J.EJOR.2019.11.023
description: scientific article