{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,3,30]],"date-time":"2026-03-30T02:14:42Z","timestamp":1774836882787,"version":"3.50.1"},"reference-count":50,"publisher":"Wiley","issue":"1","license":[{"start":{"date-parts":[[2019,12,11]],"date-time":"2019-12-11T00:00:00Z","timestamp":1576022400000},"content-version":"vor","delay-in-days":344,"URL":"http:\/\/creativecommons.org\/licenses\/by\/4.0\/"}],"funder":[{"DOI":"10.13039\/501100003329","name":"Ministerio de Econom\u00eda y Competitividad","doi-asserted-by":"publisher","award":["RTI2018-096904-B-I00"],"award-info":[{"award-number":["RTI2018-096904-B-I00"]}],"id":[{"id":"10.13039\/501100003329","id-type":"DOI","asserted-by":"publisher"}]}],"content-domain":{"domain":["onlinelibrary.wiley.com"],"crossmark-restriction":true},"short-container-title":["Complexity"],"published-print":{"date-parts":[[2019,1]]},"abstract":"<jats:p>Despite the widespread use of the classical bicriteria Markowitz mean\u2010variance framework, a broad consensus is emerging on the need to include more criteria for complex portfolio selection problems. Sustainable investing, also called socially responsible investment, is becoming a mainstream investment practice. In recent years, some scholars have attempted to include sustainability as a third criterion to better reflect the individual preferences of those ethical or green investors who are willing to combine strong financial performance with social benefits. For this purpose, new computational methods for optimizing this complex multiobjective problem are needed. Multiobjective evolutionary algorithms (MOEAs) have been recently used for portfolio selection, thus extending the mean\u2010variance methodology to obtain a mean\u2010variance\u2010sustainability nondominated surface. In this paper, we apply a recent multiobjective genetic algorithm based on the concept of <jats:italic>\u03b5<\/jats:italic>\u2010dominance called ev\u2010MOGA. This algorithm tries to ensure convergence towards the Pareto set in a smart distributed manner with limited memory resources. It also adjusts the limits of the Pareto front dynamically and prevents solutions belonging to the ends of the front from being lost. Moreover, the individual preferences of socially responsible investors could be visualised using a novel tool, known as level diagrams, which helps investors better understand the range of values attainable and the tradeoff between return, risk, and sustainability.<\/jats:p>","DOI":"10.1155\/2019\/6095712","type":"journal-article","created":{"date-parts":[[2019,12,11]],"date-time":"2019-12-11T23:32:47Z","timestamp":1576107167000},"update-policy":"https:\/\/doi.org\/10.1002\/crossmark_policy","source":"Crossref","is-referenced-by-count":12,"title":["Computing the Mean\u2010Variance\u2010Sustainability Nondominated Surface by ev\u2010MOGA"],"prefix":"10.1155","volume":"2019","author":[{"ORCID":"https:\/\/orcid.org\/0000-0003-3181-7745","authenticated-orcid":false,"given":"A.","family":"Garcia-Bernabeu","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"ORCID":"https:\/\/orcid.org\/0000-0003-1577-5039","authenticated-orcid":false,"given":"J. 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