Bi-objective Portfolio Optimization Using a Customized Hybrid NSGA-II Procedure

Kalyanmoy Deb, Ralph E. Steuer, Rajat Tewari, Rahul Tewari. Bi-objective Portfolio Optimization Using a Customized Hybrid NSGA-II Procedure. In Ricardo H. C. Takahashi, Kalyanmoy Deb, Elizabeth F. Wanner, Salvatore Greco, editors, Evolutionary Multi-Criterion Optimization - 6th International Conference, EMO 2011, Ouro Preto, Brazil, April 5-8, 2011. Proceedings. Volume 6576 of Lecture Notes in Computer Science, pages 358-373, Springer, 2011. [doi]

Abstract

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