Analysis of risk measures in multiobjective optimization portfolios with cardinality constraint

Portfolio selection has been the subject of extensive studies in order to obtain increased returns, minimizing the investment risk. However, the most appropriate risk measure to be considered is still an open problem. The aim of this work is to study different risk measures in the multiobjective por...

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Veröffentlicht in:	Revista Brasileira de Finanças 2019-10, Vol.17 (3), p.26-46
1. Verfasser:	Cardoso, Rodrigo T. N
Format:	Artikel
Sprache:	eng
Schlagworte:	Economic models Expected values Genetic algorithms Investments Optimization Portfolio management Profits Securities markets Stock exchanges
Online-Zugang:	Volltext
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