On the public citation graph

Tri-Criterion Model for Constructing Low-Carbon Mutual Fund Portfolios: A Preference-Based Multi-Objective Genetic Algorithm Approach

https://doi.org/10.3390/ijerph17176324
0 signed · 41 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

Is this your work? Sign in with ORCID and put your name on the claims that are yours.
Claim with ORCID
Reference health. See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.
See reference health

What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1007/978-3-540-44511-1_21openalex-snapshot
Integrating User Preferences into Evolutionary Multi-Objective Optimization
inferredcites →https://doi.org/10.1007/978-3-540-88908-3_9openalex-snapshot
Visualizing the Pareto Frontier
inferredcites →https://doi.org/10.1007/978-3-642-16696-9_44openalex-snapshot
Swarm Intelligence for Cardinality-Constrained Portfolio Problems
inferredcites →https://doi.org/10.1007/s00291-003-0139-1openalex-snapshot
Optimization of cardinality constrained portfolios with a hybrid local search algorithm
inferredcites →https://doi.org/10.1007/s10479-016-2377-zopenalex-snapshot
A new efficiently encoded multiobjective algorithm for the solution of the cardinality constrained portfolio optimization problem
inferredcites →https://doi.org/10.1007/s10589-007-9126-9openalex-snapshot
Algorithm for cardinality-constrained quadratic optimization
inferredcites →https://doi.org/10.1007/s10898-019-00782-1openalex-snapshot
Preference-based evolutionary multi-objective optimization for portfolio selection: a new credibilistic model under investor preferences
inferredcites →https://doi.org/10.1007/s40815-020-00928-4openalex-snapshot
Fuzzy Multi-objective Particle Swarm Optimization Solving the Three-Objective Portfolio Optimization Problem
inferredcites →https://doi.org/10.1016/0304-405x(75)90025-2openalex-snapshot
Optimal rules for ordering uncertain prospects
inferredcites →https://doi.org/10.1016/j.cor.2009.09.009openalex-snapshot
A portfolio optimization model with three objectives and discrete variables
inferredcites →https://doi.org/10.1016/j.ejor.2011.03.030openalex-snapshot
Heuristic algorithms for the cardinality constrained efficient frontier
inferredcites →https://doi.org/10.1016/j.ejor.2013.07.024openalex-snapshot
Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds
inferredcites →https://doi.org/10.1016/j.ejor.2015.01.025openalex-snapshot
Multi-objective portfolio optimization considering the dependence structure of asset returns
inferredcites →https://doi.org/10.1016/j.ejor.2015.04.035openalex-snapshot
Tri-criterion modeling for constructing more-sustainable mutual funds
inferredcites →https://doi.org/10.1016/j.engappai.2008.05.001openalex-snapshot
Non-linear robust identification using evolutionary algorithms
inferredcites →https://doi.org/10.1016/j.eswa.2008.06.007openalex-snapshot
Markowitz-based portfolio selection with minimum transaction lots, cardinality constraints and regarding sector capitalization using genetic algorithm
inferredcites →https://doi.org/10.1016/j.eswa.2009.02.062openalex-snapshot
Portfolio optimization problems in different risk measures using genetic algorithm
inferredcites →https://doi.org/10.1016/j.eswa.2012.04.053openalex-snapshot
Multiobjective Evolutionary Algorithms for Portfolio Management: A comprehensive literature review
inferredcites →https://doi.org/10.1016/j.eswa.2019.05.018openalex-snapshot
A multi-objective evolutionary algorithm for a class of mean-variance portfolio selection problems
inferredcites →https://doi.org/10.1016/j.ins.2008.06.010openalex-snapshot
A new graphical visualization of n-dimensional Pareto front for decision-making in multiobjective optimization
inferredcites →https://doi.org/10.1016/j.knosys.2018.08.025openalex-snapshot
A new three-dimensional encoding multiobjective evolutionary algorithm with application to the portfolio optimization problem
inferredcites →https://doi.org/10.1016/j.swevo.2017.06.005openalex-snapshot
Multi-criteria algorithms for portfolio optimization under practical constraints
inferredcites →https://doi.org/10.1016/s0305-0548(99)00074-xopenalex-snapshot
Heuristics for cardinality constrained portfolio optimisation
inferredcites →https://doi.org/10.1016/s0377-2217(97)00048-9openalex-snapshot
A dual ascent method for the portfolio selection problem with multiple constraints and linked proposals
inferredcites →https://doi.org/10.1016/s0378-4266(02)00271-6openalex-snapshot
Conditional value-at-risk for general loss distributions
inferredcites →https://doi.org/10.1080/10556780701722542openalex-snapshot
Lagrangian relaxation procedure for cardinality-constrained portfolio optimization
inferredcites →https://doi.org/10.1093/imaman/14.3.187openalex-snapshot
LP solvable models for portfolio optimization: a classification and computational comparison
inferredcites →https://doi.org/10.1093/rfs/hhz137openalex-snapshot
The Importance of Climate Risks for Institutional Investors
inferredcites →https://doi.org/10.1109/cec.2000.870272openalex-snapshot
Handling preferences in evolutionary multiobjective optimization: a survey
inferredcites →https://doi.org/10.1155/2019/6095712openalex-snapshot
Computing the Mean‐Variance‐Sustainability Nondominated Surface by ev‐MOGA
inferredcites →https://doi.org/10.1155/2019/8418369openalex-snapshot
Multi‐Swarm Multi‐Objective Optimizer Based on p‐Optimality Criteria for Multi‐Objective Portfolio Management
inferredcites →https://doi.org/10.1162/106365602760234108openalex-snapshot
Combining Convergence and Diversity in Evolutionary Multiobjective Optimization
inferredcites →https://doi.org/10.1186/s40854-019-0140-6openalex-snapshot
Portfolio optimization by improved NSGA-II and SPEA 2 based on different risk measures
inferredcites →https://doi.org/10.1287/mnsc.37.5.519openalex-snapshot
Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market
inferredcites →https://doi.org/10.1287/opre.1120.1140openalex-snapshot
Computing the Nondominated Surface in Tri-Criterion Portfolio Selection
inferredcites →https://doi.org/10.2139/ssrn.910233openalex-snapshot
A Data-Driven Optimization Heuristic for Downside Risk Minimization
inferredcites →https://doi.org/10.4018/978-1-59140-984-7.ch006openalex-snapshot
Evolutionary Multi-Objective Optimization in Finance

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.2139/ssrn.3988318openalex-extracted
ESG features explain one bit of idiosyncratic price returns
inferred← citeshttps://doi.org/10.2139/ssrn.4352569openalex-extracted
Machine Learning Methods in Climate Finance: A Systematic Review
inferred← citeshttps://doi.org/10.33119/eeim.2021.62.1openalex-snapshot
Sustainable Development Goals Disclosure Practices through Integrated Reporting: An Empirical analysis on European Financial Institutions
inferred← citeshttps://doi.org/10.70675/bc47b76bzf51fz41d2z955fz56ed113e46cdopenalex-snapshot
Machine learning for ESG data in the financial industry
Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.