A novel MOPSO-SODE algorithm for solving three-objective SR-ES-TR portfolio optimization problem

Yinnan Chen, Xinchao Zhao, Junling Hao. A novel MOPSO-SODE algorithm for solving three-objective SR-ES-TR portfolio optimization problem. Expert Syst. Appl., 233:120742, December 2023. [doi]

Abstract

Abstract is missing.