Open AccessPortfolio optimization and risk measurement based on non-dominated sorting genetic algorithm
Author(s) -
Ping-Chen Lin
Publication year - 2012
Publication title -
journal of industrial and management optimization
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.325
H-Index - 32
eISSN - 1553-166X
pISSN - 1547-5816
DOI - 10.3934/jimo.2012.8.549
Subject(s) - sorting , skewness , portfolio optimization , sharpe ratio , portfolio , genetic algorithm , computer science , variance (accounting) , index (typography) , modern portfolio theory , econometrics , mathematical optimization , statistics , mathematics , algorithm , economics , finance , accounting , world wide web
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