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Journal of the Operational Research Society Volume 69, 2018 - Issue 10: Special issue - Multicriteria Decision Making in Finance
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Original Articles

Handling the complexities of the multi-constrained portfolio optimization problem with the support of a novel MOEA

K. LiagkourasDecision Support Systems Laboratory, Department of Informatics, University of Piraeus, Piraeus, GreeceCorrespondence[email protected]
ORCID Iconhttp://orcid.org/0000-0002-7891-9610
ORCID Icon &
K. MetaxiotisDecision Support Systems Laboratory, Department of Informatics, University of Piraeus, Piraeus, Greece
Pages 1609-1627 | Received 06 Oct 2016, Accepted 21 Feb 2017, Published online: 12 Dec 2017

Citations (12)

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Zongrun Wang & Tangtang He. (2022) Multi-period portfolio with a dynamic reference point considering disappointment feelings. Journal of the Operational Research Society 73:5, pages 1073-1084.
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Articles from other publishers (11)

Ralph E. Steuer, Yue Qi & Maximilian Wimmer. (2024) Computing cardinality constrained portfolio selection efficient frontiers via closest correlation matrices. European Journal of Operational Research 313:2, pages 628-636.
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Konstantinos Liagkouras & Konstantinos Metaxiotis. (2023) Sources of Uncertainty and Risk Quantification Methods in Supply Chain Management: A Literature Study. Operations Research Forum 4:4.
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Nick James, Max Menzies & Jennifer Chan. (2023) Semi-Metric Portfolio Optimization: A New Algorithm Reducing Simultaneous Asset Shocks. Econometrics 11:1, pages 8.
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K. Liagkouras, K. Metaxiotis & G. Tsihrintzis. (2020) Incorporating environmental and social considerations into the portfolio optimization process. Annals of Operations Research 316:2, pages 1493-1518.
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K. Liagkouras & K. Metaxiotis. 2022. Advances in Assistive Technologies. Advances in Assistive Technologies 203 216 .
Ramen Pal, Tamal Datta Chaudhuri & Somnath Mukhopadhyay. (2021) Portfolio formation and optimization with continuous realignment: A suggested method for choosing the best portfolio of stocks using variable length NSGA-II. Expert Systems with Applications 186, pages 115732.
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David Quintana & David Moreno. (2021) Resampled Efficient Frontier Integration for MOEAs. Entropy 23:4, pages 422.
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Yifan He & Claus Aranha. (2021) Solving Portfolio Optimization Problems Using MOEA/D and Lévy Flight. Advances in Data Science and Adaptive Analysis 12:03n04, pages 2050005.
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K. Liagkouras & K. Metaxiotis. 2020. Machine Learning Paradigms. Machine Learning Paradigms 259 271 .
Jana Doering, Renatas Kizys, Angel A. Juan, Àngels Fitó & Onur Polat. (2019) Metaheuristics for rich portfolio optimisation and risk management: Current state and future trends. Operations Research Perspectives 6, pages 100121.
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K. Liagkouras & K. Metaxiotis. (2018) Improving the performance of evolutionary algorithms: a new approach utilizing information from the evolutionary process and its application to the fuzzy portfolio optimization problem. Annals of Operations Research 272:1-2, pages 119-137.
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