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Handling Model Risk in Portfolio Selection Using Multi-Objective Genetic Algorithm

  • Skolpadungket P
  • Dahal K
  • Harnpornchai N
Palgrave Macmillan UK, (2016), 285-310
DOI: 10.1057/978-1-137-48880-0_10
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Abstract

The application of multi-objective optimization to portfolio optimization has attracted increased attention in recent years. Portfolio optimization is defined as the task to select a combination of assets that simultaneously satisfy two objectives, namely maximized...

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Skolpadungket, P., Dahal, K., & Harnpornchai, N. (2016). Handling Model Risk in Portfolio Selection Using Multi-Objective Genetic Algorithm. In Artificial Intelligence in Financial Markets (pp. 285–310). Palgrave Macmillan UK. https://doi.org/10.1057/978-1-137-48880-0_10

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