Pareto Ant Colony Optimization: A Metaheuristic Approach to Multiobjective Portfolio Selection

Karl Dörner; W.J. Gutjahr; Richard F. Hartl; Christine Strauss; Christian Stummer

doi:10.1023/B:ANOR.0000039513.99038.c6

Pareto Ant Colony Optimization: A Metaheuristic Approach to Multiobjective Portfolio Selection

Karl Dörner
, W.J. Gutjahr
, Richard F. Hartl
, Christine Strauss
, Christian Stummer

Institute of Production and Logistics Management

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	79-99
Number of pages	21
Journal	Annals of Operations Research
Volume	131
Issue number	1
DOIs	https://doi.org/10.1023/B:ANOR.0000039513.99038.c6
Publication status	Published - Oct 2004

Fields of science

502 Economics
211 Other Technical Sciences
502052 Business administration
502012 Industrial management
502017 Logistics

JKU Focus areas

Social and Economic Sciences (in general)

Access to Document

10.1023/B:ANOR.0000039513.99038.c6

Cite this

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title = "Pareto Ant Colony Optimization: A Metaheuristic Approach to Multiobjective Portfolio Selection",

author = "Karl D{\"o}rner and W.J. Gutjahr and Hartl, \{Richard F.\} and Christine Strauss and Christian Stummer",

year = "2004",

month = oct,

doi = "10.1023/B:ANOR.0000039513.99038.c6",

language = "English",

volume = "131",

pages = "79--99",

journal = "Annals of Operations Research",

issn = "1572-9338",

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T1 - Pareto Ant Colony Optimization: A Metaheuristic Approach to Multiobjective Portfolio Selection

AU - Dörner, Karl

AU - Gutjahr, W.J.

AU - Hartl, Richard F.

AU - Strauss, Christine

AU - Stummer, Christian

PY - 2004/10

Y1 - 2004/10

UR - https://www.scopus.com/pages/publications/4444232979

U2 - 10.1023/B:ANOR.0000039513.99038.c6

DO - 10.1023/B:ANOR.0000039513.99038.c6

M3 - Article

SN - 1572-9338

VL - 131

SP - 79

EP - 99

JO - Annals of Operations Research

JF - Annals of Operations Research

IS - 1

ER -

Pareto Ant Colony Optimization: A Metaheuristic Approach to Multiobjective Portfolio Selection

Fields of science

JKU Focus areas

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Cite this