Pages that link to "Item:Q1582684"
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The following pages link to Heuristics for cardinality constrained portfolio optimization (Q1582684):
Displayed 28 items.
- Common stock portfolio selection: a multiple criteria decision making methodology and an application to the Athens stock exchange (Q839987) (← links)
- Algorithm for cardinality-constrained quadratic optimization (Q842777) (← links)
- On the existence of solutions to the quadratic mixed-integer mean-variance portfolio selection problem (Q853084) (← links)
- Portfolio selection using neural networks (Q856694) (← links)
- Efficient implementation of an active set algorithm for large-scale portfolio selection (Q925841) (← links)
- A hybrid heuristic approach to discrete multi-objective optimization of credit portfolios (Q957021) (← links)
- A class of possibilistic portfolio selection model with interval coefficients and its application (Q1001149) (← links)
- Particle swarm optimization approach to portfolio optimization (Q1026729) (← links)
- Portfolio selection under downside risk measures and cardinality constraints based on DC programming and DCA (Q1035284) (← links)
- Portfolio optimization with an envelope-based multi-objective evolutionary algorithm (Q1042208) (← links)
- Simulated annealing for complex portfolio selection problems. (Q1406489) (← links)
- An MCDM approach to portfolio optimization. (Q1427599) (← links)
- Cardinality constrained minimum cut problems: complexity and algorithms. (Q1427809) (← links)
- A population heuristic for constrained two-dimensional non-guillotine cutting (Q1877899) (← links)
- Optimal portfolio selection for the small investor considering risk and transaction costs (Q2267384) (← links)
- Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming (Q2267663) (← links)
- A multiobjective metaheuristic for a mean-risk multistage capacity investment problem (Q2267821) (← links)
- A resource portfolio planning model using sampling-based stochastic programming and genetic algorithm (Q2383130) (← links)
- Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection (Q2480250) (← links)
- Fuzzy compromise programming for portfolio selection (Q2489170) (← links)
- A portfolio optimization model with three objectives and discrete variables (Q2655644) (← links)
- Dynamic portfolio management under competing representations (Q3374171) (← links)
- Robust investment strategies with discrete asset choice constraints using DC programming (Q3553750) (← links)
- An exact algorithm for factor model in portfolio selection with roundlot constraints (Q3625229) (← links)
- Multiobjective (Combinatorial) Optimisation—Some Thoughts on Applications (Q3649619) (← links)
- Index Fund Optimization Using Genetic Algorithm and Scatter Diagram Based on Coefficients of Determination (Q5192372) (← links)
- OPTIMAL LOT SOLUTION TO CARDINALITY CONSTRAINED MEAN–VARIANCE FORMULATION FOR PORTFOLIO SELECTION (Q5472778) (← links)
- A note on portfolio selection with restrictions on leverage (Q5945861) (← links)