Fig. 2
From: Portfolio optimization by improved NSGA-II and SPEA 2 based on different risk measures
Approximated Pareto fronts for the Mean-Stsd-CVaR portfolio optimization problem (on the left) and their projections onto the Stsd-CVaR plane (on the right) 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)