Kernel search: a new heuristic framework for portfolio selection (Q434181): Difference between revisions

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+An Algorithm for Large Zero-One Knapsack Problems
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+Heuristics for cardinality constrained portfolio optimization
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+Semi-absolute deviation rule for mutual funds portfolio selection
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+A new ILP-based refinement heuristic for vehicle routing problems
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+On the effectiveness of scenario generation techniques in single-period portfolio optimization
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+Selecting portfolios with fixed costs and minimum transaction lots
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+Portfolio optimization problem under concave transaction costs and minimal transaction unit constraints
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+Integer programming approaches in mean-risk models
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+Heuristic algorithms for the portfolio selection problem with minimum transaction lots
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+LP solvable models for portfolio optimization: a classification and computational comparison
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+Core Problems in Knapsack Algorithms
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