Heuristic algorithms for the cardinality constrained efficient frontier (Q2275807)
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scientific article; zbMATH DE number 5937679
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| default for all languages | No label defined |
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| English | Heuristic algorithms for the cardinality constrained efficient frontier |
scientific article; zbMATH DE number 5937679 |
Statements
Heuristic algorithms for the cardinality constrained efficient frontier (English)
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10 August 2011
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efficient frontier
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genetic algorithm
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portfolio optimisation
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simulated annealing
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tabu search
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0.904622197151184
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0.807367205619812
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0.8022526502609253
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