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

Table 8

Comparison of performance on return-risk-cost portfolio model.

three-objective portfolio model		p-MSNSGA-II	p-MSMODE	p-MSMOEA/D
Hypervolume indicator	Max	1.49e-01	5.41e-01	6.37e-01
	Min	3.63e-02	9.86e-02	7.02e-02
	Avg	8.17e-02	1.07e-01	2.83e-01
	Std	3.95e-02	2.59e-01	3.91e-01