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Composition of investment portfolios through a combinatorial multiobjective optimization model using CVaR

Bruno C. Barroso, Fernando G. D. C. Ferreira, Gustavo P. Hanaoka, Felipe D. Paiva, Rodrigo T. N. Cardoso. Composition of investment portfolios through a combinatorial multiobjective optimization model using CVaR. In 2017 IEEE Congress on Evolutionary Computation, CEC 2017, Donostia, San Sebastián, Spain, June 5-8, 2017. pages 1795-1802, IEEE, 2017. [doi]

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Bruno C. Barroso

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Fernando G. D. C. Ferreira

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Gustavo P. Hanaoka

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Felipe D. Paiva

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Rodrigo T. N. Cardoso

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