A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2017; you can also visit the original URL.
The file type is application/pdf
.
A learning-guided multi-objective evolutionary algorithm for constrained portfolio optimization
2014
Applied Soft Computing
2014) A learning-guided multi-objective evolutionary algorithm for constrained portfolio optimization. Applied Soft Computing, 24 . pp. 757-772. Abstract Portfolio optimization involves the optimal assignment of limited capital to different available financial assets to achieve a reasonable trade-off between profit and risk objectives. In this paper, we studied the extended Markowitz's meanvariance portfolio optimization model. We considered the cardinality, quantity, pre-assignment and round
doi:10.1016/j.asoc.2014.08.026
fatcat:b4fvsnvk5zcprg42stwspo5wwi