Grasp/ [[Equation]]: An Efficient Algorithm for the Multi-Objective Portfolio Optimization Problem
Autor: | Alejandro Estrada-Padilla, Claudia Gómez-Santillán, Héctor Joaquín Fraire-Huacuja, Laura Cruz-Reyes, Nelson Rangel-Valdez, María Lucila Morales-Rodríguez, Héctor J. Puga-Soberanes |
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Rok vydání: | 2022 |
Zdroj: | SSRN Electronic Journal. |
ISSN: | 1556-5068 |
DOI: | 10.2139/ssrn.4070763 |
Databáze: | OpenAIRE |
Externí odkaz: |