Multi Objective Portfolio Optimization Models and Its Solution Using Genetic Algorithms

机译：多目标产品组合优化模型及其遗传算法解决方案

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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：本文涉及制定涉及单一和多目标的投资组合优化问题。给出了各种产品组合优化模型的调查。帕累托最优性和高效边境的基本概念以及vario

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《International Conference on Computational Intelligence and Multimedia Applications》|2007年||共5页
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Chiranjeevi C.; Sastry V.N.;
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中图分类 TP37-53;
关键词
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;帕累托最优性;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, Computational Intelligence and Multimedia Applications (ICCIMA), 2007 International Conference on . 2007

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Multi Objective Portfolio Optimization Models and Its Solution Using Genetic Algorithms

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