2-Phase NSGA II: An Optimized Reward and Risk Measurements Algorithm in Portfolio Optimization
Portfolio optimization is a serious challenge for financial engineering and has pulled down special attention among investors. It has two objectives: to maximize the reward that is calculated by expected return and to minimize the risk. Variance has been considered as a risk measure. There are many...
Main Authors: | Seyedeh Elham Eftekharian, Mohammad Shojafar, Shahaboddin Shamshirband |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2017-11-01
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Series: | Algorithms |
Subjects: | |
Online Access: | https://www.mdpi.com/1999-4893/10/4/130 |
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