Multi-objective model for uncertain portfolio optimization problems

International Journal of Advancements in Computing Technology

Volumn 3, Issue 8, 2011, Pages 138-145

  Jianguo, Zheng ^a   Liang, Zhou ^a  

^a DONGHUA UNIVERSITY   (China)

Author keywords

Crisp equivalents; Multi objective; NSGA II; Portfolio optimization; Uncertainty

Indexed keywords

CRISP EQUIVALENTS; MULTI OBJECTIVE; NSGA-II; PORTFOLIO OPTIMIZATION; UNCERTAINTY;

FINANCIAL DATA PROCESSING; PERT;

MULTIOBJECTIVE OPTIMIZATION;

EID: 80054028852     PISSN: 20058039     EISSN: None     Source Type: Journal    
DOI: 10.4156/ijact.vol3.issue8.16     Document Type: Article

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