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- W98497594 abstract "In this paper we propose a new implementation of a multi objective genetic algorithm that handles constrained problems to approach the financial problem of the portfolio optimization. The objective of the paper is to propose and empirically apply a new multi-objective genetic algorithm for portfolio optimization extending the Markowitz mean-variance model ([1,2] Markowitz, 1952 and 1959). At the end of the paper the obtained results are discussed and compared with non linear other different techniques." @default.
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- W98497594 date "2011-01-01" @default.
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- W98497594 title "A Novel Multi Objective Genetic Algorithm for the Portfolio Optimization" @default.
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- W98497594 doi "https://doi.org/10.1007/978-3-642-24728-6_25" @default.
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