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]

@inproceedings{DebSTT11,
  title = {Bi-objective Portfolio Optimization Using a Customized Hybrid NSGA-II Procedure},
  author = {Kalyanmoy Deb and Ralph E. Steuer and Rajat Tewari and Rahul Tewari},
  year = {2011},
  doi = {10.1007/978-3-642-19893-9_25},
  url = {http://dx.doi.org/10.1007/978-3-642-19893-9_25},
  tags = {optimization, e-science},
  researchr = {https://researchr.org/publication/DebSTT11},
  cites = {0},
  citedby = {0},
  pages = {358-373},
  booktitle = {Evolutionary Multi-Criterion Optimization - 6th International Conference, EMO 2011, Ouro Preto, Brazil, April 5-8, 2011. Proceedings},
  editor = {Ricardo H. C. Takahashi and Kalyanmoy Deb and Elizabeth F. Wanner and Salvatore Greco},
  volume = {6576},
  series = {Lecture Notes in Computer Science},
  publisher = {Springer},
  isbn = {978-3-642-19892-2},
}