Robust portfolio optimization with a hybrid heuristic algorithm (Q373173): Difference between revisions

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+W1990349665
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+Robust multiperiod portfolio management in the presence of transaction costs
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+Heuristics for cardinality constrained portfolio optimization
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+Portfolio Selection with Robust Estimation
@@ Property / cites work: Portfolio Selection with Robust Estimation / rank @@
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+Threshold accepting: A general purpose optimization algorithm appearing superior to simulated annealing
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+Application of Threshold-Accepting to the Evaluation of the Discrepancy of a Set of Points
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+Q3524414
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+Robust Regression with Optimisation Heuristics
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+Robust Portfolio Selection Problems
@@ Property / cites work: Robust Portfolio Selection Problems / rank @@
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+Models and simulations for portfolio rebalancing
@@ Property / cites work: Models and simulations for portfolio rebalancing / rank @@
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+Optimization by Simulated Annealing
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+MINIMAL COST INDEX TRACKING UNDER NONLINEAR TRANSACTION COSTS AND MINIMAL TRANSACTION UNIT CONSTRAINTS
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+Q3497956
@@ Property / cites work: Q3497956 / rank @@
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+Portfolio management with heuristic optimization.
@@ Property / cites work: Portfolio management with heuristic optimization. / rank @@
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+Optimization of cardinality constrained portfolios with a hybrid local search algorithm
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+Q5297405
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+Robust Statistics
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+Using economic and financial information for stock selection
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+Robust asset allocation
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+Q5429818
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