Risk-adjusted portfolio optimisation using a parallel multi-objective evolutionary algorithm

Phil Maguire, Donal O'Sullivan, Philippe Moser, Gavin Dunne. Risk-adjusted portfolio optimisation using a parallel multi-objective evolutionary algorithm. In Proceedings of the 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics, CIFEr 2012, New York City, NY, USA, March 29-30, 2012. pages 1-8, IEEE, 2012. [doi]