Multi-Swarm Multi-Objective Optimizer Based on -Optimality Criteria for Multi-Objective Portfolio Management

Figure 12

PF obtained by p-MSMOEAs on return-risk-cost portfolio model.

(a) PF obtained by p-MSNSGA-II on return-risk-cost portfolio model

(b) PF obtained by p-MSMODEI on return-risk-cost portfolio model

(c) PF obtained by p-MSMOEA/D on return-risk-cost portfolio model