Evolutionary Approach to Multiobjective Optimization of Portfolios That Reflect the Behaviour of Investment Funds

@inproceedings{Michalak2012EvolutionaryAT,
  title={Evolutionary Approach to Multiobjective Optimization of Portfolios That Reflect the Behaviour of Investment Funds},
  author={Krzysztof Michalak and Patryk Filipiak and Piotr Lipinski},
  booktitle={AIMSA},
  year={2012}
}
This paper addresses a problem of finding portfolios that perform better than investment funds while showing similar behaviour. The quality of investment portfolio can be measured using various criteria such as the return and some kind of risk measurement. Investors seek to maximize return while minimizing risk. In order to achieve this goal various instruments are considered. One of the possibilities is to entrust the assets to an investment fund. Investment funds build their own portfolios of… CONTINUE READING

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