Portfolio management with heuristic optimization.
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- A simheuristic algorithm for the portfolio optimization problem with random returns and noisy covariances
- Dynamic portfolio management under competing representations
- Optimal portfolio selection for the small investor considering risk and transaction costs
- Stochastic portfolio optimization with proportional transaction costs: convex reformulations and computational experiments
- Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods
- Heuristic optimisation in financial modelling
- Bi-objective reliability based optimization: an application to investment analysis
- A new efficiently encoded multiobjective algorithm for the solution of the cardinality constrained portfolio optimization problem
- Reliability in portfolio optimization using uncertain estimates
- Local search techniques for constrained portfolio selection problems
- Rejoinder on: Multicriteria decision systems for financial problems
- An efficient heuristic method for dynamic portfolio selection problem under transaction costs and uncertain conditions
- Global optimization of higher order moments in portfolio selection
- Multiple crack detection in 3D using a stable XFEM and global optimization
- Robust portfolio optimization with a hybrid heuristic algorithm
- ACTIVE PORTFOLIO MANAGEMENT WITH CARDINALITY CONSTRAINTS: AN APPLICATION OF PARTICLE SWARM OPTIMIZATION
- Meta-heuristic based decision support for portfolio optimization with a case study on tracking error minimization in passive portfolio management
- Cross-Hill: a heuristic method for global optimization
- An MCDM approach to portfolio optimization.
- Distributed optimisation of a portfolio's omega
- Convergence of heuristic-based estimators of the GARCH model
- Evolutionary computation for modelling and optimization in finance
- Particle swarm optimization approach to portfolio optimization
- scientific article; zbMATH DE number 2065140 (Why is no real title available?)
- A numerical evaluation of meta-heuristic techniques in portfolio optimisation
- A robust heuristic for the optimal selection of a portfolio of stocks
- The Markowitz's mean-variance interpretation under the efficient market hypothesis in the context of critical recession periods
- Heuristics for cardinality constrained portfolio optimization
- The convergence of optimization based GARCH estimators: theory and application
- The convergence of estimators based on heuristics: theory and application to a GARCH model
- Cardinality versus \(q\)-norm constraints for index tracking
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