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Mean-Maximum Drawdown Optimization of Buy-and-Hold Portfolios Using a Multi-objective Evolutionary Algorithm

Portfolio OptimizationMulti-objective Evolutionary AlgorithmPortfolio SelectionPortfolio AllocationManagementPortfolio ManagementBuy-and-hold PortfoliosFinancial EngineeringMean-maximum Drawdown OptimizationFinancePortfolio ChoiceEvolutionary Multimodal OptimizationOperations Research