Cardinality constrained portfolio optimization using multi-objective evolutionary algorithms

• Main Author: Ashok, Vivek Kumar.
• Other Authors: Ponnuthurai Nagaratnam Suganthan
• Format: Final Year Project
• Language: English
• Published: 2013
• Subjects: DRNTU::Engineering::Electrical and electronic engineering::Computer hardware, software and systems
• Online Access: http://hdl.handle.net/10356/54299
• Institution: Nanyang Technological University

Constructing an optimal portfolio of assets is a multi-objective optimization process of maximizing return while minimizing risk. Two objectives need to be optimized simultaneously, making it a real world multi-objective optimization problem. Solving such problems is complex and tedious. The clas...