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...

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Vydané v:	Mathematical problems in engineering Ročník 2017; číslo 2017; s. 1 - 14
Hlavní autori:	Liang, J. J., Xiao, J. M., Zhou, Q., Qu, B. Y., Suganthan, P. N.
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Cairo, Egypt Hindawi Publishing Corporation 01.01.2017 Hindawi John Wiley & Sons, Inc
Predmet:	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 prístup:	Získať plný text
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