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Computing the Mean-Variance-Sustainability Nondominated Surface by ev-MOGA

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Computing the Mean-Variance-Sustainability Nondominated Surface by ev-MOGA

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Garcia-Bernabeu, A.; Salcedo-Romero-De-Ávila, J.; Hilario Caballero, A.; Pla Santamaría, D.; Herrero Durá, JM. (2019). Computing the Mean-Variance-Sustainability Nondominated Surface by ev-MOGA. Complexity. 2019:1-12. https://doi.org/10.1155/2019/6095712

Por favor, use este identificador para citar o enlazar este ítem: http://hdl.handle.net/10251/151041

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Title: Computing the Mean-Variance-Sustainability Nondominated Surface by ev-MOGA
Author: Garcia-Bernabeu, Ana Salcedo-Romero-de-Ávila, José-Vicente Hilario Caballero, Adolfo Pla Santamaría, David Herrero Durá, Juan Manuel
UPV Unit: Universitat Politècnica de València. Departamento de Ingeniería de Sistemas y Automática - Departament d'Enginyeria de Sistemes i Automàtica
Universitat Politècnica de València. Departamento de Economía y Ciencias Sociales - Departament d'Economia i Ciències Socials
Issued date:
Abstract:
[EN] Despite the widespread use of the classical bicriteria Markowitz mean-variance framework, a broad consensus is emerging on the need to include more criteria for complex portfolio selection problems. Sustainable ...[+]
Subjects: Complexity , Mean-variance , Mulutiobjective , Genetic algorithm , Sustainability , Portfolio selection
Copyrigths: Reconocimiento (by)
Source:
Complexity. (issn: 1076-2787 )
DOI: 10.1155/2019/6095712
Publisher:
John Wiley & Sons
Publisher version: https://doi.org/10.1155/2019/6095712
Project ID:
AEI/RTI2018-096904-B-I00-AR
GENERALITAT VALENCIANA/AICO/2019/055
Thanks:
This work was funded by "Ministerio de Economia y Competitividad" (Spain), research project RTI2018-096904B-I00, and "Conselleria de Educacion, Cultura y DeporteGeneralitat Valenciana" (Spain), research project AICO/2019/055[+]
Type: Artículo

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