A naïve approach to speed up portfolio optimization problem using a multiobjective genetic algorithm | Investigaciones Europeas de Dirección y Economía de la Empresa

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A naïve approach to speed up portfolio optimization problem using a multiobjective genetic algorithm

Una aproximación ingenua para acelerar el programa de optimización de carteras usando un algoritmo genético multiobjetivo

J. Samuel Baixauli-Solera,

Corresponding author

sbaixaul@um.es

Corresponding author.

, Eva Alfaro-Cidb, Matilde O. Fernandez-Blancoc

a Departamento de Organización de Empresas y Finanzas, Universidad de Murcia, 30100 Murcia, Spain

b Instituto Tecnológico de Informática, Camino de Vera s/n, 46022 Valencia, Spain

c Departamento de Finanzas Empresariales, Universidad de Valencia, Avda. Tarongers s/n, 46022 Valencia, Spain

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Article information

ISSN: 11352523
Original language: English

DOI:10.1016/S1135-2523(12)70002-3

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