Optimization of cardinality constrained portfolios with a hybrid local search algorithm (Q1412165)
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English | Optimization of cardinality constrained portfolios with a hybrid local search algorithm |
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Optimization of cardinality constrained portfolios with a hybrid local search algorithm (English)
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9 November 2003
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portfolio optimization
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local search
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simulated annealing
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evolutionary strategies
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metaheuristic
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