Multiobjective robustness for portfolio optimization in volatile environments

Ghada Hassan, Christopher D. Clack. Multiobjective robustness for portfolio optimization in volatile environments. In Conor Ryan, Maarten Keijzer, editors, Genetic and Evolutionary Computation Conference, GECCO 2008, Proceedings, Atlanta, GA, USA, July 12-16, 2008. pages 1507-1514, ACM, 2008. [doi]

Abstract

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