Heuristics for cardinality constrained portfolio optimization (Q1582684)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Heuristics for cardinality constrained portfolio optimization |
scientific article |
Statements
Heuristics for cardinality constrained portfolio optimization (English)
0 references
11 March 2004
0 references
computational results
0 references
efficient frontier
0 references
standard mean-variance portfollo optimisation model
0 references
cardinality constraint
0 references
heuristic algorithms
0 references
genetic algorithms
0 references
tabu search
0 references
simulated annealing
0 references
0 references
0 references
0 references
