Portfolio optimization problems in different risk measures using genetic algorithm

By Tun-Jen Chang, Sang-Chin Yang, Kuang-Jung Chang. Expert systems with applications, 2009

301 citations recorded by the source corpus.

Subfields: Finance, Management Science and Operations Research, Ocean Engineering

View Paper: https://www.semanticscholar.org/paper/096ef31dc7b2a9003b9c229aa5696c9d8d0a87ff

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Carlos Artemio Coello Coello
2. Antonin Ponsich
3. Antonio López Jaimes

In Management Science and Operations Research

1. Carlos Artemio Coello Coello
2. Antonin Ponsich
3. Antonio López Jaimes
4. Longbing Cao
5. Hisao Ishibuchi
6. Ryoji Tanabe
7. Gerardo Canfora
8. Massimiliano Di Penta

In Ocean Engineering

1. Carlos Artemio Coello Coello
2. Antonin Ponsich
3. Antonio López Jaimes

Citations in the corpus

• A Survey on Multiobjective Evolutionary Algorithms for the Solution of the Portfolio Optimization Problem and Other Finance and Economics Applications (2013, methodology): “In [30], 500 combinations of the return-risk weights were used in order to construct the Pareto front.”