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Listar por palabra clave "Efficient portfolio"

Mostrando ítems 1-2 de 2

A naïve approach to speed up portfolio optimization problem using a multiobjective genetic algorithm

Baixauli-Soler, J. Samuel; Alfaro Cid, Eva; Fernandez-Blanco, Matilde O. (Elsevier, 2012)

Genetic algorithms (GAs) are appropriate when investors have the objective of obtaining mean-variance (VaR) efficient frontier as minimising VaR leads to non-convex and non-differential risk-return optimisation problems. ...
Socially responsible investment: A multicriteria approach to portfolio selection combining ethical and financial objectives

Ballestero Pareja, Enrique; Bravo Sellés, Milagros; Perez-Gladish, Blanca; Arenas-Parra, Mar; Pla Santamaría, David (Elsevier, 2012-01-16)

In a context of Socially Responsible Investment (SRI), this paper deals with portfolio selection for investors interested in ethical policies. In the opportunity set there are ethical assets and other assets which are not ...

Mostrando ítems 1-2 de 2