Multiobjective Evolutionary Algorithms for Portfolio Management: A comprehensive literature review

Expert Systems with Applications

Volumn 39, Issue 14, 2012, Pages 11685-11698

  Metaxiotis, K ^a   Liagkouras, K ^a  

^a UNIVERSITY OF PIRAEUS   (Greece)

Author keywords

Evolutionary algorithms; Multiobjective optimization; Pareto front; Portfolio Management

Indexed keywords

FINANCIAL DATA PROCESSING; INVESTMENTS; MULTIOBJECTIVE OPTIMIZATION;

AREAS OF CONCERNS; LITERATURE REVIEWS; METHODOLOGICAL FRAMEWORKS; MULTIOBJECTIVE EVOLUTIONARY ALGORITHMS; PARETO FRONT; PORTFOLIO MANAGEMENTS; STATE OF RESEARCH;

EVOLUTIONARY ALGORITHMS;

EID: 84861809819     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2012.04.053     Document Type: Article

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