SUPPLEMENTARY CONTENT AND RESULTS FROM THE CONTRIBUTION

''A Multiobjective Approach to the Portfolio Optimization Problem''

Rubén Armañanzas, Jose A. Lozano

• Hang Seng - Hong Kong

• DAX 100 - German

• FTSE 100 - British

S&P 100 - U.S.
• Nikkei 225 - Japanese

Original data available in:

J. E. Beasley, OR-Library: distributing test problems by electronic mail, Journal of the Operational Research Society, vol. 41, pp. 1069-1072, 1990.