Preference-based evolutionary multi-objective optimization for portfolio selection: a new credibilistic model under investor preferences (English)
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- New search for: Ruiz, Ana B.
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https://orcid.org/0000-0003-0543-8055
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https://orcid.org/0000-0002-0944-5941
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In:
Journal of Global Optimization
;
76
, 2
; 295-315
;
2019
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ISSN:
- Article (Journal) / Print
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Title:Preference-based evolutionary multi-objective optimization for portfolio selection: a new credibilistic model under investor preferences
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Contributors:Ruiz, Ana B. ( author ) / Saborido, Rubén ( author ) / Bermúdez, José D. ( author ) / Luque, Mariano ( author ) / Vercher, Enriqueta ( author )
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Published in:Journal of Global Optimization ; 76, 2 ; 295-315
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Publisher:
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Place of publication:Dordrecht [u.a.]
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Publication date:2019
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ISSN:
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ZDBID:
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DOI:
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Type of media:Article (Journal)
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Type of material:Print
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Language:English
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Table of contents – Volume 76, Issue 2
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 243
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Multi-objective optimization models in finance and investmentsDoumpos, Michalis / Zopounidis, Constantin et al. | 2020
- 245
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An optimization–diversification approach to portfolio selectionCesarone, Francesco / Scozzari, Andrea / Tardella, Fabio et al. | 2020
- 267
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Global minimum variance portfolios under uncertainty: a robust optimization approachCaçador, Sandra / Dias, Joana Matos / Godinho, Pedro et al. | 2020
- 295
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Preference-based evolutionary multi-objective optimization for portfolio selection: a new credibilistic model under investor preferencesRuiz, Ana B. / Saborido, Rubén / Bermúdez, José D. / Luque, Mariano / Vercher, Enriqueta et al. | 2020
- 317
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Tailor-made thematic portfolios: a core satellite optimizationMethling, Florian / von Nitzsch, Rüdiger et al. | 2020
- 333
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A stochastic goal programming model to derive stable cash management policiesSalas-Molina, Francisco / Rodriguez-Aguilar, Juan A. / Pla-Santamaria, David et al. | 2020
- 347
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The joint replenishment problem with trade creditsLin, Jen-Yen / Yao, Ming-Jong et al. | 2020
- 383
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Inner approximating the completely positive cone via the cone of scaled diagonally dominant matricesGouveia, João / Pong, Ting Kei / Saee, Mina et al. | 2020
- 407
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Characterization of generalized FJ and KKT conditions in nonsmooth nonconvex optimizationKoushki, Javad / Soleimani-damaneh, Majid et al. | 2020
- 433
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Convergence analysis of a projection algorithm for variational inequality problemsQu, Biao / Wang, Changyu / Meng, Fanwen et al. | 2020