Portfolio optimization with an envelope-based multi-objective evolutionary algorithm (Q1042208): Difference between revisions

@@ Property / author @@
-Juergen Branke
@@ Property / author: Juergen Branke / rank @@
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@@ Property / author @@
-Michael Stein
@@ Property / author: Michael Stein / rank @@
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@@ Property / author @@
-Kalyanmoy Deb
@@ Property / author: Kalyanmoy Deb / rank @@
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@@ Property / author @@
-Hartmut Schmeck
@@ Property / author: Hartmut Schmeck / rank @@
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@@ Property / author @@
+Juergen Branke
@@ Property / author: Juergen Branke / rank @@
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@@ Property / author @@
+Michael Stein
@@ Property / author: Michael Stein / rank @@
+Normal rank
@@ Property / author @@
+Kalyanmoy Deb
@@ Property / author: Kalyanmoy Deb / rank @@
+Normal rank
@@ Property / author @@
+Hartmut Schmeck
@@ Property / author: Hartmut Schmeck / rank @@
+Normal rank
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+OR-Library
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+https://doi.org/10.1016/j.ejor.2008.01.054
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+W2107845038
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@@ Property / cites work @@
+Computational study of a family of mixed-integer quadratic programming problems
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@@ Property / cites work @@
+Heuristics for cardinality constrained portfolio optimization
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+Q4451071
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+Simulated annealing for complex portfolio selection problems.
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+Meta-heuristic based decision support for portfolio optimization with a case study on tracking error minimization in passive portfolio management
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+An MCDM approach to portfolio optimization.
@@ Property / cites work: An MCDM approach to portfolio optimization. / rank @@
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+Introduction to evolutionary computing
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+Randomly generating portfolio-selection covariance matrices with specified distributional characteristics
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+Computational aspects of alternative portfolio selection models in the presence of discrete asset choice constraints
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+Optimization of cardinality constrained portfolios with a hybrid local search algorithm
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+Q4001511
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+Local search techniques for constrained portfolio selection problems
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