Correction: On the computation of the efficient frontier in advanced sparse portfolio optimization
Correct Fig. 8 Fig. 8 Performance profiles of purity, Hyper-volume and -spread for MOHyb and NSMA, with SFSD, and for the linear scalarization approach and vanilla NSGA-II on the full benchmark of 442 problems involving two or more objective functions.We analyze, in the first row, problems with s 10; in the second row, problems with s > 10
Authors
- Davide Pucci (ORCID: https://orcid.org/0000-0003-4424-9185)
- Pierluigi Mansueto (ORCID: https://orcid.org/0000-0002-1394-0937)
- Matteo Lapucci (ORCID: https://orcid.org/0000-0002-2488-5486)
- Arturo Annunziata
Institutions
- University of Florence (IT)
Publication Details
- Journal
- 4OR
- Published
- 2025-11-06
- DOI
- https://doi.org/10.1007/s10288-025-00605-y
- Primary Topic
- Risk and Portfolio Optimization
- Type
- article
- Field-Weighted Citation Impact
- 0.00