Journal of Software Engineering and Applications

Vol.6 No.7BB(2013), Paper ID 38433, 8 pages

DOI:10.4236/jsea.2013.67B005

 

The Constrained Mean-Semivariance Portfolio Optimization Problem with the Support of a Novel Multiobjective Evolutionary Algorithm

 

K. Liagkouras, K. Metaxiotis

 

DSS Lab., Department of Informatics, University of Piraeus, Piraeus, Greece
DSS Lab., Department of Informatics, University of Piraeus, Piraeus, Greece

 

Copyright © 2013 K. Liagkouras, K. Metaxiotis et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


K. Liagkouras and K. Metaxiotis, "The Constrained Mean-Semivariance Portfolio Optimization Problem with the Support of a Novel Multiobjective Evolutionary Algorithm," Journal of Software Engineering and Applications, Vol. 6 No. 7B, 2013, pp. 22-29. doi: 10.4236/jsea.2013.67B005.

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