Sciweavers

GECCO
2008
Springer
144views Optimization» more  GECCO 2008»
14 years 19 days ago
Multiobjective robustness for portfolio optimization in volatile environments
Multiobjective methods are ideal for evolving a set of portfolio optimisation solutions that span a range from highreturn/high-risk to low-return/low-risk, and an investor can cho...
Ghada Hassan, Christopher D. Clack