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Solution of multi-objective portfolio optimization problem using multi-objective synergetic differential evolution (MO-SDE)

Advances in Intelligent Systems and Computing (2018) 584 191-199
DOI: 10.1007/978-981-10-5699-4_19
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Abstract

Portfolio optimization plays an important role in managing the financial assets of an individual. The investments are made such that an individual attains the maximum benefit out of it. In this paper, a bi-objective portfolio optimization model is considered, where the objectives are to maximize the return and minimize the risk, and is solved using multi-objective synergetic differential evolution (MO-SDE).

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Zaheer, H., & Pant, M. (2018). Solution of multi-objective portfolio optimization problem using multi-objective synergetic differential evolution (MO-SDE). In Advances in Intelligent Systems and Computing (Vol. 584, pp. 191–199). Springer Verlag. https://doi.org/10.1007/978-981-10-5699-4_19

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