Empirical Study of Multi-Objective Risk Portfolio Optimization Based on NSGA-II
The purpose of the article. The application of multi-objective optimization in portfolio management has gained significant attention in asset management. This study aims to uncover the potential advantages of dynamic portfolio optimization using a multi-objective genetic algorithm to address the cha...
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| Auteurs principaux: | , |
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| Format: | Artigo |
| Langue: | Alemão |
| Publié: |
Lodz University Press
2024-12-01
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| Collection: | Finanse i Prawo Finansowe |
| Sujets: | |
| Accès en ligne: | https://czasopisma.uni.lodz.pl/fipf/article/view/24782 |
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