Multi-Objective Portfolio Optimization: An Application of the Non-Dominated Sorting Genetic Algorithm III
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- Bushra Naqvi & Nawazish Mirza & Waqar Azeem Naqvi & S. K. A. Rizvi, 2017. "Portfolio optimisation with higher moments of risk at the Pakistan Stock Exchange," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, vol. 30(1), pages 1594-1610, January.
- Alan Moreira & Tyler Muir, 2017. "Volatility-Managed Portfolios," Journal of Finance, American Finance Association, vol. 72(4), pages 1611-1644, August.
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Keywords
multi-objective optimization; NSGA-III algorithm; portfolio management; higher-order moments; risk–return trade-off;All these keywords.
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