Large-Scale Portfolio Optimization Using Multiobjective Evolutionary Algorithms and Preselection Methods

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...

Celý popis

Uloženo v:

Podrobná bibliografie
Vydáno v:	Mathematical problems in engineering Ročník 2017; číslo 2017; s. 1 - 14
Hlavní autoři:	Liang, J. J., Xiao, J. M., Zhou, Q., Qu, B. Y., Suganthan, P. N.
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	Cairo, Egypt Hindawi Publishing Corporation 01.01.2017 Hindawi John Wiley & Sons, Inc
Témata:	Algorithms Allocations Complexity Economic models Engineering Evolutionary algorithms Genetic algorithms Investment policy Investments Mathematical problems Methods Multiple objective Multiple objective analysis Optimization Optimization techniques Portfolio management Risk Risk allocation Theory Tradeoffs
ISSN:	1024-123X, 1563-5147
On-line přístup:	Získat plný text
Tagy:	Přidat tag Žádné tagy, Buďte první, kdo vytvoří štítek k tomuto záznamu!

Abstract	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 investing. The optimization problem becomes computationally challenging when there are more than a few hundreds of assets to select from. To reduce the complexity of large-scale portfolio optimization, two asset preselection procedures that consider return and risk of individual asset and pairwise correlation to remove assets that may not potentially be selected into any portfolio are proposed in this paper. With these asset preselection methods, the number of assets considered to be included in a portfolio can be increased to thousands. To test the effectiveness of the proposed methods, a Normalized Multiobjective Evolutionary Algorithm based on Decomposition (NMOEA/D) algorithm and several other commonly used multiobjective evolutionary algorithms are applied and compared. Six experiments with different settings are carried out. The experimental results show that with the proposed methods the simulation time is reduced while return-risk trade-off performances are significantly improved. Meanwhile, the NMOEA/D is able to outperform other compared algorithms on all experiments according to the comparative analysis.
AbstractList	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 investing. The optimization problem becomes computationally challenging when there are more than a few hundreds of assets to select from. To reduce the complexity of large-scale portfolio optimization, two asset preselection procedures that consider return and risk of individual asset and pairwise correlation to remove assets that may not potentially be selected into any portfolio are proposed in this paper. With these asset preselection methods, the number of assets considered to be included in a portfolio can be increased to thousands. To test the effectiveness of the proposed methods, a Normalized Multiobjective Evolutionary Algorithm based on Decomposition (NMOEA/D) algorithm and several other commonly used multiobjective evolutionary algorithms are applied and compared. Six experiments with different settings are carried out. The experimental results show that with the proposed methods the simulation time is reduced while return-risk trade-off performances are significantly improved. Meanwhile, the NMOEA/D is able to outperform other compared algorithms on all experiments according to the comparative analysis.
Author	Xiao, J. M. Suganthan, P. N. Liang, J. J. Zhou, Q. Qu, B. Y.
Author_xml	– sequence: 1 fullname: Liang, J. J. – sequence: 2 fullname: Xiao, J. M. – sequence: 3 fullname: Zhou, Q. – sequence: 4 fullname: Qu, B. Y. – sequence: 5 fullname: Suganthan, P. N.
BookMark	eNqF0M9LHDEUB_BQLFStt55lwIvQjublx8zkKKJtYUVBhd6G7OTNbpbsZE0yFv3rzXSFgiCekpDPe8n77pGdwQ9IyDegJwBSnjIK9akAVSsQn8guyIqXEkS9k_eUiRIY__OF7MW4opSBhGaXLGc6LLC87bTD4saH1HtnfXG9SXZtn3Wyfijuox0WxdXo8mm-wi7ZRywuHr0bp2sdnoozt_DBpuU6FnowxU3AiG6CufoK09Kb-JV87rWLePC67pP7y4u781_l7Prn7_OzWdlxxVPJjBHIGGhtaFPTuRB1rxpQkvZGVrVoFDSsYtwYCRpYBYYj15Rh08_7Tim-T463fTfBP4wYU7u2sUPn9IB-jC0oKhjkTlWmR2_oyo9hyL9roamFkEqxSf3Yqi74GAP27SbYdZ66BdpOsbdT7O1r7JmzN7yz6V-OKWjr3iv6vi1a2sHov_ajJw63GrPBXv_XeThe1fwFmP2eKQ
CitedBy_id	crossref_primary_10_1109_ACCESS_2024_3466829 crossref_primary_10_1002_tee_22933 crossref_primary_10_1016_j_eswa_2021_114943 crossref_primary_10_1155_2022_1065144 crossref_primary_10_21511_imfi_20_4__2023_09 crossref_primary_10_1016_j_neucom_2020_12_022 crossref_primary_10_1016_j_eswa_2021_115732 crossref_primary_10_1016_j_swevo_2021_100928 crossref_primary_10_1016_j_asoc_2024_111550 crossref_primary_10_1007_s10489_022_04240_6 crossref_primary_10_1016_j_eswa_2022_118896 crossref_primary_10_58886_jfi_v20i1_3061 crossref_primary_10_1186_s40537_025_01202_w crossref_primary_10_3389_frai_2022_827584 crossref_primary_10_3390_ijfs11040125 crossref_primary_10_1002_cpe_5953 crossref_primary_10_22478_ufpb_2318_1001_2023v11n2_64883 crossref_primary_10_3233_HIS_210007 crossref_primary_10_1155_2019_4189683 crossref_primary_10_3390_su14159785 crossref_primary_10_3389_frai_2024_1371502 crossref_primary_10_3390_math11051148
Cites_doi	10.1360/crad20070125 10.1109/tpwrs.2003.818693 10.1016/j.ins.2012.02.011 10.1016/j.ejor.2006.12.024 10.1109/CEC.2009.4982949 10.1007/978-3-7091-7535-4_100 10.1002/int.20128 10.1016/j.amc.2007.04.036 10.1287/opre.28.3.754 10.2469/faj.v51.n2.1881 10.1007/s001860000073 10.1016/0305-0548(95)00030-5 10.1109/tevc.2008.925798 10.1109/TEVC.2012.2196800 10.1016/j.jedc.2006.12.004 10.1109/tevc.2007.892759 10.1016/j.cor.2005.06.017 10.1109/CEC.2007.4424514 10.1016/j.econmod.2013.05.006 10.1016/j.ejor.2013.10.060 10.1016/S0305-0548(99)00074-X 10.1016/j.ins.2010.05.013 10.1109/4235.996017 10.1111/j.1540-6261.1952.tb01525.x
ContentType	Journal Article
Copyright	Copyright © 2017 B. Y. Qu et al. Copyright © 2017 B. Y. Qu et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
Copyright_xml	– notice: Copyright © 2017 B. Y. Qu et al. – notice: Copyright © 2017 B. Y. Qu et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
DBID	ADJCN AHFXO RHU RHW RHX AAYXX CITATION 7TB 8FD 8FE 8FG ABJCF ABUWG AFKRA ARAPS AZQEC BENPR BGLVJ CCPQU CWDGH DWQXO FR3 GNUQQ HCIFZ JQ2 K7- KR7 L6V M7S P5Z P62 PHGZM PHGZT PIMPY PKEHL PQEST PQGLB PQQKQ PQUKI PRINS PTHSS
DOI	10.1155/2017/4197914
DatabaseName	الدوريات العلمية والإحصائية - e-Marefa Academic and Statistical Periodicals معرفة - المحتوى العربي الأكاديمي المتكامل - e-Marefa Academic Complete Hindawi Publishing Complete Hindawi Publishing Subscription Journals Hindawi Publishing Open Access CrossRef Mechanical & Transportation Engineering Abstracts Technology Research Database ProQuest SciTech Collection ProQuest Technology Collection SciTech Premium Collection ProQuest Central (Alumni) ProQuest Central UK/Ireland ProQuest Advanced Technologies & Aerospace Collection ProQuest Central Essentials ProQuest Central Technology Collection ProQuest One Community College Middle East & Africa Database ProQuest Central Engineering Research Database ProQuest Central Student SciTech Premium Collection ProQuest Computer Science Collection Computer Science Database Civil Engineering Abstracts ProQuest Engineering Collection Engineering Database Advanced Technologies & Aerospace Database ProQuest Advanced Technologies & Aerospace Collection ProQuest Central Premium ProQuest One Academic (New) Publicly Available Content Database ProQuest One Academic Middle East (New) ProQuest One Academic Eastern Edition (DO NOT USE) ProQuest One Applied & Life Sciences ProQuest One Academic (retired) ProQuest One Academic UKI Edition ProQuest Central China Engineering Collection
DatabaseTitle	CrossRef Publicly Available Content Database Computer Science Database ProQuest Central Student Technology Collection Technology Research Database ProQuest One Academic Middle East (New) Mechanical & Transportation Engineering Abstracts ProQuest Advanced Technologies & Aerospace Collection ProQuest Central Essentials ProQuest Computer Science Collection ProQuest Central (Alumni Edition) SciTech Premium Collection ProQuest One Community College ProQuest Central China ProQuest Central ProQuest One Applied & Life Sciences ProQuest Engineering Collection Middle East & Africa Database ProQuest Central Korea ProQuest Central (New) Engineering Collection Advanced Technologies & Aerospace Collection Civil Engineering Abstracts Engineering Database ProQuest One Academic Eastern Edition ProQuest Technology Collection ProQuest SciTech Collection Advanced Technologies & Aerospace Database ProQuest One Academic UKI Edition Materials Science & Engineering Collection Engineering Research Database ProQuest One Academic ProQuest One Academic (New)
DatabaseTitleList	CrossRef Civil Engineering Abstracts Publicly Available Content Database
Database_xml	– sequence: 1 dbid: RHX name: Hindawi Publishing Open Access url: http://www.hindawi.com/journals/ sourceTypes: Publisher – sequence: 2 dbid: PIMPY name: Publicly Available Content Database url: http://search.proquest.com/publiccontent sourceTypes: Aggregation Database
DeliveryMethod	fulltext_linktorsrc
Discipline	Applied Sciences Engineering
EISSN	1563-5147
Editor	Hanne, Thomas
Editor_xml	– sequence: 1 givenname: Thomas surname: Hanne fullname: Hanne, Thomas
EndPage	14
ExternalDocumentID	4318853941 10_1155_2017_4197914 1190367
GrantInformation_xml	– fundername: China Postdoctoral Science Foundation grantid: 2014M552013 – fundername: Scientific and Technological Project of Henan Province grantid: 132102210521; 152102210153 – fundername: National Natural Science Foundation of China grantid: 61673404; 61305080; 61473266; 61379113 – fundername: Cambridge Create Program
GroupedDBID	-~9 0R~ 188 24P 29M 2UF 2WC 4.4 5GY 5VS 8FE 8FG 8R4 8R5 AAFWJ AAMMB ABJCF ABUWG ACCMX ACIPV ACIWK ADBBV ADJCN AEFGJ AENEX AFFNX AFKRA AGXDD AHFXO AIDQK AIDYY ALMA_UNASSIGNED_HOLDINGS ARAPS BCNDV BENPR BGLVJ BPHCQ C1A CAG CCPQU COF CS3 CWDGH E3Z EBS EJD H13 HCIFZ IL9 IPNFZ K6V K7- KQ8 L6V M7S OK1 OVT P2P P62 PHGZM PHGZT PIMPY PQGLB PQQKQ PROAC PTHSS PUEGO Q2X REM RHU RIG RNS TR2 UGNYK XSB YQT 3V. AAJEY ABDBF AINHJ ESX GROUPED_DOAJ I-F IAO IEA IOF ISR ITC MK~ M~E RHW RHX TUS ~8M AAYXX AFFHD ALUQN CITATION 7TB 8FD AZQEC DWQXO FR3 GNUQQ JQ2 KR7 PKEHL PQEST PQUKI PRINS
ID	FETCH-LOGICAL-c393t-2dd4e221aad0870b447f981950fd567489182623dd51a1261d3e3a02e8fbfc993
IEDL.DBID	M7S
ISICitedReferencesCount	18
ISICitedReferencesURI	http://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=Summon&SrcAuth=ProQuest&DestLinkType=CitingArticles&DestApp=WOS_CPL&KeyUT=000396226600001&url=https%3A%2F%2Fcvtisr.summon.serialssolutions.com%2F%23%21%2Fsearch%3Fho%3Df%26include.ft.matches%3Dt%26l%3Dnull%26q%3D
ISSN	1024-123X
IngestDate	Thu Oct 02 06:29:07 EDT 2025 Fri Jul 25 10:09:51 EDT 2025 Sat Nov 29 03:30:11 EST 2025 Tue Nov 18 21:07:10 EST 2025 Sun Jun 02 18:53:57 EDT 2024 Thu Sep 25 15:09:58 EDT 2025
IsDoiOpenAccess	true
IsOpenAccess	true
IsPeerReviewed	true
IsScholarly	true
Issue	2017
Language	English
License	This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
LinkModel	DirectLink
MergedId	FETCHMERGED-LOGICAL-c393t-2dd4e221aad0870b447f981950fd567489182623dd51a1261d3e3a02e8fbfc993
Notes	ObjectType-Article-1 SourceType-Scholarly Journals-1 ObjectType-Feature-2 content type line 14 content type line 23
ORCID	0000-0001-7539-3927 0000-0003-0811-0223
OpenAccessLink	https://www.proquest.com/docview/1874459926?pq-origsite=%requestingapplication%
PQID	1874459926
PQPubID	237775
PageCount	14
ParticipantIDs	proquest_miscellaneous_1904216746 proquest_journals_1874459926 crossref_primary_10_1155_2017_4197914 crossref_citationtrail_10_1155_2017_4197914 hindawi_primary_10_1155_2017_4197914 emarefa_primary_1190367
PublicationCentury	2000
PublicationDate	2017-01-01
PublicationDateYYYYMMDD	2017-01-01
PublicationDate_xml	– month: 01 year: 2017 text: 2017-01-01 day: 01
PublicationDecade	2010
PublicationPlace	Cairo, Egypt
PublicationPlace_xml	– name: Cairo, Egypt – name: New York
PublicationTitle	Mathematical problems in engineering
PublicationYear	2017
Publisher	Hindawi Publishing Corporation Hindawi John Wiley & Sons, Inc
Publisher_xml	– name: Hindawi Publishing Corporation – name: Hindawi – name: John Wiley & Sons, Inc
References	e_1_2_10_22_2 e_1_2_10_23_2 e_1_2_10_20_2 e_1_2_10_21_2 Deb K. (e_1_2_10_14_2) 2001 Liu L. H. (e_1_2_10_2_2) 2012; 12 Loraschi A. (e_1_2_10_12_2) 1995; 6 Brigham E. F. (e_1_2_10_5_2) 2007 Markowitz H. (e_1_2_10_27_2) 1991 e_1_2_10_19_2 e_1_2_10_3_2 e_1_2_10_18_2 e_1_2_10_39_2 e_1_2_10_15_2 e_1_2_10_38_2 e_1_2_10_4_2 e_1_2_10_16_2 e_1_2_10_37_2 e_1_2_10_7_2 e_1_2_10_36_2 e_1_2_10_6_2 e_1_2_10_35_2 e_1_2_10_9_2 e_1_2_10_11_2 Arnone S. (e_1_2_10_17_2) 1993; 3 e_1_2_10_34_2 e_1_2_10_8_2 e_1_2_10_33_2 e_1_2_10_32_2 e_1_2_10_10_2 e_1_2_10_31_2 e_1_2_10_30_2 Blackwell D. W. (e_1_2_10_1_2) 2007 Arnone S. (e_1_2_10_13_2) 1993; 6 Sharpe W. F. (e_1_2_10_28_2) 1970 e_1_2_10_29_2 e_1_2_10_26_2 e_1_2_10_24_2 e_1_2_10_25_2
References_xml	– ident: e_1_2_10_20_2 – ident: e_1_2_10_33_2 doi: 10.1360/crad20070125 – ident: e_1_2_10_38_2 doi: 10.1109/tpwrs.2003.818693 – ident: e_1_2_10_9_2 doi: 10.1016/j.ins.2012.02.011 – ident: e_1_2_10_24_2 doi: 10.1016/j.ejor.2006.12.024 – ident: e_1_2_10_35_2 doi: 10.1109/CEC.2009.4982949 – volume: 12 start-page: 4584 year: 2012 ident: e_1_2_10_2_2 article-title: The stock investment strategy based on Vague Sets publication-title: Science Technology and Engineering – ident: e_1_2_10_18_2 – volume-title: Founders of Modern Finance: Their Prize Winning Concepts and 1990 Nobel Lectures year: 1991 ident: e_1_2_10_27_2 – volume: 3 start-page: 597 year: 1993 ident: e_1_2_10_17_2 article-title: A genetic approach to portfolio selection publication-title: Neural Network World – ident: e_1_2_10_11_2 doi: 10.1007/978-3-7091-7535-4_100 – ident: e_1_2_10_37_2 doi: 10.1002/int.20128 – volume-title: Fundamentals of Financial Management year: 2007 ident: e_1_2_10_5_2 – ident: e_1_2_10_23_2 doi: 10.1016/j.amc.2007.04.036 – ident: e_1_2_10_29_2 doi: 10.1287/opre.28.3.754 – ident: e_1_2_10_22_2 – ident: e_1_2_10_4_2 doi: 10.2469/faj.v51.n2.1881 – volume-title: Multi-Objective Optimization Using Evolutionary Algorithms year: 2001 ident: e_1_2_10_14_2 – ident: e_1_2_10_30_2 doi: 10.1007/s001860000073 – ident: e_1_2_10_31_2 doi: 10.1016/0305-0548(95)00030-5 – ident: e_1_2_10_16_2 doi: 10.1109/tevc.2008.925798 – ident: e_1_2_10_10_2 doi: 10.1109/TEVC.2012.2196800 – ident: e_1_2_10_3_2 doi: 10.1016/j.jedc.2006.12.004 – ident: e_1_2_10_36_2 – ident: e_1_2_10_34_2 doi: 10.1109/tevc.2007.892759 – ident: e_1_2_10_26_2 doi: 10.1016/j.cor.2005.06.017 – ident: e_1_2_10_39_2 – volume: 6 start-page: 597 year: 1993 ident: e_1_2_10_13_2 article-title: A genetic approach to portfolio selection publication-title: Neural Network World – ident: e_1_2_10_19_2 doi: 10.1109/CEC.2007.4424514 – volume-title: Portfolio theory and Capital Markets year: 1970 ident: e_1_2_10_28_2 – ident: e_1_2_10_25_2 doi: 10.1016/j.econmod.2013.05.006 – ident: e_1_2_10_7_2 doi: 10.1016/j.ejor.2013.10.060 – ident: e_1_2_10_21_2 – ident: e_1_2_10_32_2 doi: 10.1016/S0305-0548(99)00074-X – ident: e_1_2_10_8_2 doi: 10.1016/j.ins.2010.05.013 – ident: e_1_2_10_15_2 doi: 10.1109/4235.996017 – volume-title: Modern Financial Markets year: 2007 ident: e_1_2_10_1_2 – ident: e_1_2_10_6_2 doi: 10.1111/j.1540-6261.1952.tb01525.x – volume: 6 start-page: 8 year: 1995 ident: e_1_2_10_12_2 article-title: An evolutionary algorithm for portfolio selection in a downside risk framework publication-title: The European Journal of Finance
SSID	ssj0021518
Score	2.3015926
Snippet	Portfolio optimization problems involve selection of different assets to invest in order to maximize the overall return and minimize the overall risk...
SourceID	proquest crossref hindawi emarefa
SourceType	Aggregation Database Enrichment Source Index Database Publisher
StartPage	1
SubjectTerms	Algorithms Allocations Complexity Economic models Engineering Evolutionary algorithms Genetic algorithms Investment policy Investments Mathematical problems Methods Multiple objective Multiple objective analysis Optimization Optimization techniques Portfolio management Risk Risk allocation Theory Tradeoffs
SummonAdditionalLinks	– databaseName: Hindawi Publishing Open Access dbid: RHX link: http://cvtisr.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwjV1LT9tAEF6VqJG4QEt5hEe1ldITsrB313b2GCEiDkCr0la5Wet9kKDERnEA8e-ZsTepSoTgZsuztjSzszOf50VIN1XWKM5AAomVgWBOBrkO44AZ5zgAiNzWvfT-XqRXV73hUP70TZKq1RA-WDuA51F6IiKZShxYvdaLMXPr1_lwiavAaDUVbwxb8PHhIr_9xdr_LE_bThVcgDlqjxD8Po5XDuPawgw-kQ3vGtJ-I8vP5IMttsimdxOpV8LqCxldYPZ2cA3ctRQzQV05GZf0Byj_1FdV0joTgNbVtWV-2xxq9OzB7zM1e6L9yU05G89H04qqwlBMxahH4uDqy3qsdLVN_gzOfp-eB35gQqC55HNgsBGWsUgpE4Ie5kKkTmKgLHQmxqkiEtEE48bEkYoAOxluuQqZ7bncafBUdkirKAu7R6iKNBM6THViwcdQWskY5cZMIqxjueiQ4wUzM-27ieNQi0lWo4o4zpD1mWd9h3xfUt81XTReodv1cvlHBh4LT9IO6Xo5vfGCw4UQM6-MVYZjB0UsJUs65NvyMagRxkZUYct7oJFwemFFRrL_vi8dkHW8bf7GHJLWfHZvj8hH_TAfV7Ov9QZ9Bvmq3hE priority: 102 providerName: Hindawi Publishing
Title	Large-Scale Portfolio Optimization Using Multiobjective Evolutionary Algorithms and Preselection Methods
URI	https://search.emarefa.net/detail/BIM-1190367 https://dx.doi.org/10.1155/2017/4197914 https://www.proquest.com/docview/1874459926 https://www.proquest.com/docview/1904216746
Volume	2017
WOSCitedRecordID	wos000396226600001&url=https%3A%2F%2Fcvtisr.summon.serialssolutions.com%2F%23%21%2Fsearch%3Fho%3Df%26include.ft.matches%3Dt%26l%3Dnull%26q%3D
hasFullText	1
inHoldings	1
isFullTextHit
isPrint
journalDatabaseRights	– providerCode: PRVPQU databaseName: Advanced Technologies & Aerospace Database customDbUrl: eissn: 1563-5147 dateEnd: 20250131 omitProxy: false ssIdentifier: ssj0021518 issn: 1024-123X databaseCode: P5Z dateStart: 20080101 isFulltext: true titleUrlDefault: https://search.proquest.com/hightechjournals providerName: ProQuest – providerCode: PRVPQU databaseName: Computer Science Database customDbUrl: eissn: 1563-5147 dateEnd: 20250131 omitProxy: false ssIdentifier: ssj0021518 issn: 1024-123X databaseCode: K7- dateStart: 20080101 isFulltext: true titleUrlDefault: http://search.proquest.com/compscijour providerName: ProQuest – providerCode: PRVPQU databaseName: Engineering Database customDbUrl: eissn: 1563-5147 dateEnd: 20250131 omitProxy: false ssIdentifier: ssj0021518 issn: 1024-123X databaseCode: M7S dateStart: 20080101 isFulltext: true titleUrlDefault: http://search.proquest.com providerName: ProQuest – providerCode: PRVPQU databaseName: Middle East & Africa Database customDbUrl: eissn: 1563-5147 dateEnd: 20250131 omitProxy: false ssIdentifier: ssj0021518 issn: 1024-123X databaseCode: CWDGH dateStart: 20080101 isFulltext: true titleUrlDefault: https://search.proquest.com/middleeastafrica providerName: ProQuest – providerCode: PRVPQU databaseName: ProQuest Central customDbUrl: eissn: 1563-5147 dateEnd: 20250131 omitProxy: false ssIdentifier: ssj0021518 issn: 1024-123X databaseCode: BENPR dateStart: 20080101 isFulltext: true titleUrlDefault: https://www.proquest.com/central providerName: ProQuest – providerCode: PRVPQU databaseName: Publicly Available Content Database customDbUrl: eissn: 1563-5147 dateEnd: 20250131 omitProxy: false ssIdentifier: ssj0021518 issn: 1024-123X databaseCode: PIMPY dateStart: 20080101 isFulltext: true titleUrlDefault: http://search.proquest.com/publiccontent providerName: ProQuest – providerCode: PRVWIB databaseName: Wiley Online Library Open Access customDbUrl: eissn: 1563-5147 dateEnd: 99991231 omitProxy: false ssIdentifier: ssj0021518 issn: 1024-123X databaseCode: 24P dateStart: 19950101 isFulltext: true titleUrlDefault: https://authorservices.wiley.com/open-science/open-access/browse-journals.html providerName: Wiley-Blackwell
link	http://cvtisr.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwpV3db9MwED-xjUnwwGB8FUZlpPGEoiWOncxPaKBOQ2wl2gAVXiIndmhRm4ymG-K_585xOxACHniJkthxLP3uznf2fQDsptoaHXNEILEqELxSQVGGMuCmqmI0IArrcul9OE6Hw_3RSGV-w631bpVLmegEtWlK2iPfo9pxQirFkxfnXwOqGkWnq76ExhpsUJaEyLnuna0MLnzThcJxys0Xj5aO71KizR-leyJSqYrEL0vSpp1pvMF1anNMVvG3yW9S2i09h1v_O-nbcMsrneygo5I7cM3W27DlFVDm2bvdhps_ZSe8C-Nj8hIPzhBFy8jjtGqmk4a9RSEz89GbzHkcMBfF2xRfOuHJBpeenvX8OzuYfsYZLcazlunaMHL5cKV36OsTV766vQfvDwfvXh0FvjBDUMYqXiCQRljOI61NiPxeCJFWig7kwspIql6iyGrhsTEy0hHaaCa2sQ653a-KqkSN6D6s101tHwLTUclFGaZlYlGX0aVWkuiDm0TYiheiB8-X2OSlz1pOxTOmubNepMwJydwj2YNnq97nXbaOP_R74GG-6oaaUZykPdj1sP9jgJ0l4Lln-ja_QrsHT1fNyK50BqNr21xgH4VSkiI_kkd_H-Ix3KAfdrs9O7C-mF_YJ3C9vFxM2nkfNl4OhtlpH9bepEHfUT1eM_kJW7LXJ9lHfDo9Gv0A8X8JyQ
linkProvider	ProQuest
linkToHtml	http://cvtisr.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMw1V3Nb9MwFH-aBhNwYDC-CgOMtJ1QtMR2kvqA0ASbNrUrSAzUW3Bshxa1zWi6Tfun-Bt5L3E6EAJOO3CLlBcnsX_vy34fAFupdlYLjiuQOBVIXqggN2EccFsUAh2I3NW19D7108GgOxyq9yvwvc2FobDKVibWgtqWhvbId6h3nIyV4snrk28BdY2i09W2hUYDi567OEeXrXp1-BbXd5vz_b3jNweB7yoQGKHEAr_CSsd5pLUNEay5lGmh6DQpLGxMrTcUmdxcWBtHOkIHwwondMhdt8gLo6j4Eor8a1J0U-KrXhosHTzUnk3qHadagGLYBtrH8Q6nOtUyUqmK5C8qcM1NNV6gXlwbkRd-Pv5NK9Sqbn_9f5ukO3DbG9Vst-GCu7DiZhuw7g1s5sVXtQG3fqq-eA9GfYqCDz4gSh2jiNqinIxL9g6F6NRnp7I6ooLVWcpl_rVRDmzvzPOrnl-w3ckXnIHFaFoxPbOMQlrq1kL09FHdnru6Dx-v5O8fwOqsnLlHwHRkuDRhahKHtpo2WsWEf24T6Qqeyw68bLGQGV-VnZqDTLLaO4vjjJCTeeR0YHtJfdJUI_kD3UMPq0sytPxEknZgy8PsHwNstgDLvFCrskt0deDF8jaKIzpj0jNXniKNQi1AmS3J478P8RxuHBwf9bP-4aD3BG7Sy5udrU1YXcxP3VO4bs4W42r-rOYxBp-vGq8_AFvVXk4
linkToPdf	http://cvtisr.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMw1V1bb9MwFLamwdB4YDBuhQFG2p5Q1MSxk_kBoYmtYloplbio4iU4vqxFbTKabtP-Gr-OcxKnAyHgaQ-8RcqJk9jfudnnQsh2qqxRMYMVSKwMOHMyyHUoAmaci8GByG1dS-9TPx0MdkcjOVwh39tcGAyrbGViLahNqXGPvIu947iQkiVd58Mihvu9VyffAuwghSetbTuNBiJH9uIc3Lfq5eE-rPUOY72DD6_fBL7DQKBjGS_giwy3jEVKmRCAm3OeOoknS6EzAttwSDS_WWyMiFQEzoaJbaxCZndd7rTEQkwg_q-l4GNiOOFQfF46e6BJmzQ8hnUB41EbdC9El2HNah7JVEb8F3W4ZmcKLkBHro3RIz-f_KYharXX2_ifJ-w2ueWNbbrXcMcdsmKLTbLhDW_qxVq1SW7-VJXxLhn3MTo-eA_otRQjbV05nZT0HQjXmc9apXWkBa2zl8v8a6M06MGZ52M1v6B702OYgcV4VlFVGIqhLnXLIXz6bd22u7pHPl7J398nq0VZ2IeEqkgzrsNUJxZsOKWVFMgXzCTcOpbzDnnR4iLTvlo7Ng2ZZrXXJkSGKMo8ijpkZ0l90lQp-QPdAw-xSzKwCOMk7ZBtD7l_DLDVgi3zwq7KLpHWIc-Xt0FM4dmTKmx5CjQStANmvCSP_j7EM3IDYJr1DwdHj8k6vrvZ8Noiq4v5qX1CruuzxaSaP63ZjZIvVw3XH-HgZ3I
openUrl	ctx_ver=Z39.88-2004&ctx_enc=info%3Aofi%2Fenc%3AUTF-8&rfr_id=info%3Asid%2Fsummon.serialssolutions.com&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rft.genre=article&rft.atitle=Large-Scale+Portfolio+Optimization+Using+Multiobjective+Evolutionary+Algorithms+and+Preselection+Methods&rft.jtitle=Mathematical+problems+in+engineering&rft.au=Qu%2C+B+Y&rft.au=Zhou%2C+Q&rft.au=Xiao%2C+J+M&rft.au=Liang%2C+J+J&rft.date=2017-01-01&rft.issn=1024-123X&rft.eissn=1563-5147&rft.volume=2017&rft_id=info:doi/10.1155%2F2017%2F4197914&rft.externalDBID=NO_FULL_TEXT
thumbnail_l	http://covers-cdn.summon.serialssolutions.com/index.aspx?isbn=/lc.gif&issn=1024-123X&client=summon
thumbnail_m	http://covers-cdn.summon.serialssolutions.com/index.aspx?isbn=/mc.gif&issn=1024-123X&client=summon
thumbnail_s	http://covers-cdn.summon.serialssolutions.com/index.aspx?isbn=/sc.gif&issn=1024-123X&client=summon