Large-scale portfolio optimization using multiobjective evolutionary algorithms and preselection methods

• المؤلفون الرئيسيون: Qu, B. Y., Zhou, Q., Xiao, J. M., Liang, J. J., Suganthan, Ponnuthurai Nagaratnam
• مؤلفون آخرون: School of Electrical and Electronic Engineering
• التنسيق: مقال
• اللغة: English
• منشور في: 2018
• الموضوعات: Multiobjective Evolutionary Algorithms; DRNTU::Engineering::Electrical and electronic engineering; Portfolio Optimization
• الوصول للمادة أونلاين: https://hdl.handle.net/10356/88824; http://hdl.handle.net/10220/45926

Portfolio optimization problems involve selection of different assets to invest in order to maximize the overall return and minimize the overall risk simultaneously. The complexity of the optimal asset allocation problem increases with an increase in the number of assets available to select from for...