Cardinality versus<i>q</i>-norm constraints for index tracking (Q5247282): Difference between revisions

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+An evolutionary heuristic for the index tracking problem.
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+Sparse and stable Markowitz portfolios
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+Mixed-integer programming approaches for index tracking and enhanced indexation
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+A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms
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+Threshold accepting: A general purpose optimization algorithm appearing superior to simulated annealing
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+Robust portfolio optimization with a hybrid heuristic algorithm
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+Optimization by Simulated Annealing
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+Differential evolution and combinatorial search for constrained index-tracking
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+Portfolio optimization with linear and fixed transaction costs
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+Portfolio management with heuristic optimization.
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+Optimization of cardinality constrained portfolios with a hybrid local search algorithm
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