Portfolio optimization is the process of determining the best combination of securities and
proportions with the aim of having less risk and obtaining more profit in an investment …

In this paper we provide a review of the current state of research on Portfolio Management
with the support of Multiobjective Evolutionary Algorithms (MOEAs). Second we present a …

Portfolio optimization concerns with periodically allocating the limited funds to invest in a
variety of potential assets in order to satisfy investors' appetites for risk and return goals …

Original scientific paper Abstract: Nowadays, investors' main concerns are choosing the best
portfolio so that the highest possible investment return can be achieved by accepting the …

In portfolio optimization (PO), often, a risk measure is an objective to be minimized or an
efficient frontier representing the best tradeoff between return and risk is sought. In order to …

In this paper we apply a heuristic method based on artificial neural networks (NN) in order to
trace out the efficient frontier associated to the portfolio selection problem. We consider a …

Finding the best way to optimize the portfolio after Markowitz's 1952 article has always been
and will continue to be one of the concerns of activists in the investment management …

We formulate the portfolio selection as a tri-objective optimization problem so as to find
tradeoffs between risk, return and the number of securities in the portfolio. Furthermore …

This paper examines the application of genetic algorithm, tabu search and simulated
annealing metaheuristic approaches to finding the cardinality constrained efficient frontier …

This paper compares the effectiveness of five state-of-the-art multiobjective evolutionary
algorithms (MOEAs) together with a steady state evolutionary algorithm on the mean …