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Multiobjective Financial Portfolio Design: A Hybrid Evolutionary Approach
6 references·4 citing·32 second hop
Multiobjective Financial Portfolio Design: A Hybrid Evolutionary Approach (2005)Multiobjective Financial Portfolio Design…Multicriterion decision making (2004)Multicriterion decision makingOptions, futures & other derivatives (2003)Options, futures & other deri…An MCDM approach to portfolio optimization (2003)An MCDM approach to portfolio…Heuristics for cardinality constrained portfolio optimisation (2000)Heuristics for cardinality co…A genetic approach to portfolio selection (1993)A genetic approach to portfol…Portfolio Selection (1952)Portfolio SelectionMeta-heuristics for portfolio optimization (2023)Meta-heuristics for portfolio…Portfolio performance evaluation in Mean-CVaR framework: A comparison with non-parametric methods value at risk in Mean-VaR analysis (2017)Portfolio performance evaluat…Artificial Intelligence in Financial Markets (2016)Artificial Intelligence in Fi…An integrated DEA-MODM methodology for portfolio optimization (2014)An integrated DEA-MODM method…Proportional Income Taxation and Risk-Taking (1944)Optimal rules for ordering uncertain prospects (1975)Metaheuristics for the Portfolio Selection Problem (2008)Hybrid metaheuristics for constrained portfolio selection problems (2010)Portfolio optimization by improved NSGA-II and SPEA 2 based on different risk measures (2019)Portfolio Selection: Efficient Diversification of Investments (1959)Decisions with Multiple Objectives: Preferences and Value Tradeoffs. (1994)Portfolio optimization with an envelope-based multi-objective evolutionary algorithm (2008)Heuristic algorithms for the cardinality constrained efficient frontier (2011)Artificial Intelligence Applied to Stock Market Trading: A Review (2021)The Measurement of Productive Efficiency (1957)A Simplified Model for Portfolio Analysis (1963)Measuring the efficiency of decision making units (1978)Portfolio Selection: Efficient Diversification of Investments. (1962)Simulated annealing for complex portfolio selection problems (2003)Corporate distress diagnosis: Comparisons using linear discriminant analysis and neural networks (the Italian experience) (1994)Municipal credit rating modelling by neural networks (2010)Comparing the learning effectiveness of BP, ELM, I-ELM, and SVM for corporate credit ratings (2013)PORTFOLIO SELECTION* (1952)Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis (1984)A Credibilistic Fuzzy DEA Approach for Portfolio Efficiency Evaluation and Rebalancing Toward Benchmark Portfolios Using Positive and Negative Returns (2020)Particle Swarm Optimization (PSO) for the constrained portfolio optimization problem (2011)Fifty years of portfolio optimization (2023)Economic implications of using a mean-VaR model for portfolio selection: A comparison with mean-variance analysis (2002)The big, bad wolf and the rational market: portfolio insurance, the 1987 crash and the performativity of economics (2004)Is Economics Performative? Option Theory and the Construction of Derivatives Markets (2006)Decision models for analysis and evaluation of construction contractors (1992)A multiobjective evolutionary algorithm for scheduling and inspection planning in software development projects (2004)Multicriteria decision making (mcdm): a framework for research and applications (2009)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)Conditional value-at-risk for general loss distributions (2002)The Capital Asset Pricing Model: Theory and Evidence (2004)
this work references cited by second hop

References

  • 1952Portfolio Selection4,609 cited
  • 2000Heuristics for cardinality constrained portfolio optimisation927 cited
  • 2003Options, futures & other derivatives365 cited
  • 2003An MCDM approach to portfolio optimization323 cited
  • 2004Multicriterion decision making182 cited
  • 1993A genetic approach to portfolio selection85 cited

Cited by

  • 2023Meta-heuristics for portfolio optimization55 cited
  • 2016Artificial Intelligence in Financial Markets51 cited
  • 2014An integrated DEA-MODM methodology for portfolio optimization40 cited
  • 2017Portfolio performance evaluation in Mean-CVaR framework: A comparison with non-parametric methods value at risk in Mean-VaR analysis38 cited

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