Evolutionary Multiobjective Optimization for Portfolios in Emerging Markets: Contrasting Higher Moments and Median Models

Mai A. Ibrahim, Mohammed El-Beltagy, Motaz Khorshid. Evolutionary Multiobjective Optimization for Portfolios in Emerging Markets: Contrasting Higher Moments and Median Models. In Giovanni Squillero, Paolo Burelli, editors, Applications of Evolutionary Computation - 19th European Conference, EvoApplications 2016, Porto, Portugal, March 30 - April 1, 2016, Proceedings, Part I. Volume 9597 of Lecture Notes in Computer Science, pages 73-87, Springer, 2016. [doi]

Abstract

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