Mean-semivariance portfolio optimization with multiobjective evolutionary algorithms and technical analysis rules
Recent work has been devoted to study the use of multiobjective evolutionary algorithms (MOEAs) in stock portfolio optimization, within a common mean-variance framework. This article proposes the use of a more appropriate framework, mean-semivariance framework, which takes into account only adverse...
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| Outros Autores: | , |
| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2017
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| Assuntos: | |
| Texto completo: | http://hdl.handle.net/10316/45579 |
| País: | Portugal |
| Oai: | oai:estudogeral.sib.uc.pt:10316/45579 |