Genetic algorithms for portfolio selection problems with minimum transaction lots
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Cites work
- scientific article; zbMATH DE number 1647923 (Why is no real title available?)
- scientific article; zbMATH DE number 3497315 (Why is no real title available?)
- scientific article; zbMATH DE number 194544 (Why is no real title available?)
- A fuzzy goal programming approach to portfolio selection
- A heuristic algorithm for a portfolio optimization model applied to the Milan stock market
- A hybrid fuzzy-goal programming approach to multiple objective decision making problems.
- A mean-absolute deviation-skewness portfolio optimization model
- A weighted max-min model for fuzzy goal programming.
- An expert system for multiobjective decision making: Application of fuzzy linguistic preferences and goal programming
- Decision-Making in a Fuzzy Environment
- Fuzzy programming and linear programming with several objective functions
- Fuzzy sets
- Heuristic algorithms for the portfolio selection problem with minimum transaction lots
- Linear programming with multiple fuzzy goals
- Portfolio optimization problem under concave transaction costs and minimal transaction unit constraints
- Priority structure in fuzzy goal programming
- Selecting portfolios with fixed costs and minimum transaction lots
Cited in
(42)- Computing cardinality constrained portfolio selection efficient frontiers via closest correlation matrices
- A multi-period fuzzy portfolio optimization model with minimum transaction lots
- A sparse enhanced indexation model with chance and cardinality constraints
- Adaptive evolutionary algorithms for portfolio selection problems
- On interval portfolio selection problem
- 2-phase NSGA II: an optimized reward and risk measurements algorithm in portfolio optimization
- Robust portfolio optimization with fuzzy TODIM, genetic algorithm and multi-criteria constraints
- Fast quadratic programming for mean-variance portfolio optimisation
- A review of credibilistic portfolio selection
- Portfolio selection based on fuzzy cross-entropy
- Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem
- Uncertain portfolio selection with mental accounts and realistic constraints
- Uncertain programming models for portfolio selection with uncertain returns
- Robust ranking and portfolio optimization
- A hybrid intelligent algorithm for portfolio selection problem with fuzzy returns
- Multi objective mean-variance-skewness model with Burg's entropy and fuzzy return for portfolio optimization
- A discontinuous mispricing model under asymmetric information
- Fuzzy mean-variance-skewness portfolio selection models by interval analysis
- A differential evolution algorithm for yield curve estimation
- Mean-VaR portfolio selection under real constraints
- Application of robust optimization for a product portfolio problem using an invasive weed optimization algorithm
- Adopting genetic algorithms for technical analysis and portfolio management
- A model of portfolio optimization using time adapting genetic network programming
- Mean-risk model for uncertain portfolio selection with background risk and realistic constraints
- DC programming approaches for discrete portfolio optimization under concave transaction costs
- Fuzzy multi-period portfolio selection optimization models using multiple criteria
- Prospect theory-based portfolio optimization: an empirical study and analysis using intelligent algorithms
- Non-dominated sorting genetic algorithm-II for possibilistic mean-semiabsolute deviation-Yager entropy portfolio model with complex real-world constraints
- Extracting from the relaxed for large-scale semi-continuous variable nondominated frontiers
- Optimal portfolios on mean-diversification efficient frontiers
- A mispricing model of stocks under asymmetric information
- A risk index model for portfolio selection with returns subject to experts' estimations
- Personal income tax reforms: a genetic algorithm approach
- Numerical approximations of optimal portfolios in mispriced asymmetric Lévy markets
- A genetic algorithm for portfolio selection problems.
- A genetic algorithm for a portfolio optimization model
- Mean-risk model for uncertain portfolio selection
- Portfolio optimization with irreversible long-term investments in renewable energy under policy risk: a mixed-integer multistage stochastic model and a moving-horizon approach
- Robust multi-period and multi-objective portfolio selection
- Possibilistic mean-variance-skewness portfolio selection models
- Twenty years of linear programming based portfolio optimization
- Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming
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