Exploring the (Efficient) Frontiers of Portfolio Optimization

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Date
2017-07-18
Author
Craven, Matthew cc
Bernik, Nataliia cc
Subject
Portfolio optimization
 
Pareto front
 
quadratic programming
 
evolutionary algorithms
 
multi-objective problem
 

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URI
http://hdl.handle.net/10026.1/9634
DOI
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Publisher
ACM
Place of Publication
Berlin, Germany
Editor
Bosman PAN
Journal
Proceedings of the Genetic and Evolutionary Computation Conference Companion
Pagination
19-20
Conference name
GECCO 2017
Start date
2017-07-15
Finish date
2017-07-19
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