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Comparing Discrete and Continuous Genotypes on the Constrained Portfolio Selection Problem
[chapter]
2004
Lecture Notes in Computer Science
In financial engineering the problem of portfolio selection has drawn much attention in the last decades. But still unsolved problems remain, while on the one hand the type of model to use is still debated, even the most common models cannot be solved efficiently, if real world constraints are added. This is not only because the portfolio selection problem is multi-objective, but also because constraints may turn a formerly continuous problem into a discrete one. Therefore, we suggest to use a
doi:10.1007/978-3-540-24855-2_131
fatcat:5mxdamae3jajzmckkx3s7jxzgi