Multiobjective optimization using differential evolution for real-world portfolio optimization

Thiemo Krink and Sandra Paterlini

Computational Management Science, 2011, vol. 8, issue 1, 157-179

Keywords: Portfolio optimization; Multiobjective; Real-world constraints; Value-at-Risk; Differential evolution (search for similar items in EconPapers)
Date: 2011
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DOI: 10.1007/s10287-009-0107-6

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