Heuristic algorithms for the cardinality constrained efficient frontier
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Publication:2275807
DOI10.1016/j.ejor.2011.03.030zbMath1218.91151OpenAlexW2067544512MaRDI QIDQ2275807
Publication date: 10 August 2011
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2011.03.030
Numerical methods (including Monte Carlo methods) (91G60) Approximation methods and heuristics in mathematical programming (90C59) Portfolio theory (91G10)
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Uses Software
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