Bi-objective portfolio optimization using a customized hybrid NSGA-II procedure

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

Volumn 6576 LNCS, Issue , 2011, Pages 358-373

  Deb, Kalyanmoy ^a,b   Steuer, Ralph E ^c   Tewari, Rajat ^d   Tewari, Rahul ^e  

^a INDIAN INSTITUTE OF TECHNOLOGY KANPUR   (India)

^b HELSINKI SCHOOL OF ECONOMICS   (Finland)

^c UNIVERSITY OF GEORGIA   (United States)

^d BANARAS HINDU UNIVERSITY   (India)

^e DEUTSCHE BANK AG   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

DECISION VARIABLES; EXPECTED RETURN; LARGE-SCALE PROBLEM; NSGA-II; PORTFOLIO OPTIMIZATION; SOLUTION METHODOLOGY; BI OBJECTIVES;

FINANCIAL DATA PROCESSING; OPTIMIZATION; QUADRATIC PROGRAMMING;

EVOLUTIONARY ALGORITHMS;

EID: 79953824017     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/978-3-642-19893-9_25     Document Type: Conference Paper

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