Multi Objective Portfolio Optimization Models and Its Solution Using Genetic Algorithms

机译：多目标投资组合优化模型及其遗传算法求解

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This paper deals with the formulation of portfolio optimization problems involving single and multiple objectives. The survey of various portfolio optimization models is given. The basic concept of Pareto optimality and efficient frontier along with vario

机译：本文涉及涉及单个和多个目标的投资组合优化问题的制定。给出了各种投资组合优化模型的调查。帕累托最优性和有效边界以及变量的基本概念

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《Computational Intelligence and Multimedia Applications (ICCIMA), 2007 International Conference on》|2007年|P.453-457|共5页
会议地点 Sivakasi Tamil NaduIndia
作者
Chiranjeevi; C.; Sastry; V.N.;
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Pareto optimisation; genetic algorithms; investment; Pareto optimality; genetic algorithms; multi objective portfolio optimization models;

机译：帕累托优化；遗传算法；投资;帕累托最优遗传算法；多目标投资组合优化模型;

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4. Multi Objective Portfolio Optimization Models and Its Solution Using Genetic Algorithms [C] . Chiranjeevi C., Sastry V.N. International Conference on Computational Intelligence and Multimedia Applications . 2007

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Multi Objective Portfolio Optimization Models and Its Solution Using Genetic Algorithms

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