A learning-guided multi-objective evolutionary algorithm for constrained portfolio optimization
Portfolio optimization involves the optimal assignment of limited capital to different available financial assets to achieve a reasonable trade-off between profit and risk objectives. In this paper, we studied the extended Markowitz's mean-variance portfolio optimization model. We considered th...
| Main Authors: | , , |
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| Format: | Article |
| Published: |
Elsevier
2014
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| Online Access: | https://eprints.nottingham.ac.uk/28272/ |