Multi-Objective Portfolio Optimization: An Application of the Non-Dominated Sorting Genetic Algorithm III
This study evaluates the effectiveness of the Non-dominated Sorting Genetic Algorithm III (NSGA-III) in comparison to the traditional Mean–Variance optimization method for financial portfolio management. Leveraging a dataset of global financial assets, we applied both approaches to optimize portfoli...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2025-01-01
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| Series: | International Journal of Financial Studies |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7072/13/1/15 |
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