Fig. 1From: Portfolio optimization by improved NSGA-II and SPEA 2 based on different risk measuresApproximated Pareto fronts for the Mean-semi-variance (on the left) and Mean-CVaR (on the right) portfolio optimization problems corresponding to the simulations with the highest HV values obtained by NSGA-IIb, NSGA-IIa, SPEA 2b and SPEA 2a for the datasets DowJones (charts at the top), NASDAQ100 (charts in the middle) and NASDAQComposite (charts below)Back to article page