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  1. Kaucic, Massimiliano [Author]; Piccotto, Filippo [Author]; Sbaiz, Gabriele [Author]

    A constrained swarm optimization algorithm for large-scale long-run investments using Sharpe ratio-based performance measures

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    2024

    Published in: Computational management science ; 21(2024), 1 vom: Juni, Artikel-ID 6, Seite 1-29

  2. Kaucic, Massimiliano [Author]; Moradi, Mojtaba [Author]; Mirzazadeh, Mohmmad [Author]

    Portfolio optimization by improved NSGA-II and SPEA 2 based on different risk measures

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    2019

    Published in: Financial innovation ; 5(2019), 26, Seite 1-28