A Double Optimum New Solution Method Based on EVA and Knapsack
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- Mavrotas, George & Florios, Kostas, 2013. "An improved version of the augmented epsilon-constraint method (AUGMECON2) for finding the exact Pareto set in Multi-Objective Integer Programming problems," MPRA Paper 105034, University Library of Munich, Germany.
- Thiemo Krink & Sandra Paterlini, 2011. "Multiobjective optimization using differential evolution for real-world portfolio optimization," Computational Management Science, Springer, vol. 8(1), pages 157-179, April.
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Keywords
portfolio management; mathematic programming; finance; decision-making; multi-objective optimization; mathematics of quantitative finance; mathematical models in optimal portfolio theory;All these keywords.
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