Multi-objective approaches to portfolio optimization with market impact costs
Hongze Wang, Xuerong Li, Wenjing Hong, Ke Tang
Topics & Concepts
Mathematical optimizationPortfolioPortfolio optimizationSortingEvolutionary algorithmComputer scienceMulti-objective optimizationGenetic algorithmProject portfolio managementOptimization problemEconomicsMathematicsProject managementAlgorithmFinanceManagementAdvanced Multi-Objective Optimization AlgorithmsMetaheuristic Optimization Algorithms ResearchRisk and Portfolio Optimization