Heuristics for cardinality constrained portfolio optimization (Q1582684): Difference between revisions

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Latest revision as of 10:38, 30 July 2024

scientific article
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Heuristics for cardinality constrained portfolio optimization
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    Heuristics for cardinality constrained portfolio optimization (English)
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    11 March 2004
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    computational results
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    efficient frontier
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    standard mean-variance portfollo optimisation model
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    cardinality constraint
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    heuristic algorithms
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    genetic algorithms
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    tabu search
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    simulated annealing
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