Improved multiobjective bat algorithm for the credibilistic multiperiod mean-VaR portfolio optimization problem

Manrui Jiang, Weiyi Liu, Wen Xu, Wei Chen. Improved multiobjective bat algorithm for the credibilistic multiperiod mean-VaR portfolio optimization problem. Soft Comput., 25(8):6445-6467, 2021. [doi]

Abstract

Abstract is missing.