Genetic algorithms for portfolio selection problems with minimum transaction lots
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Publication:2456434
DOI10.1016/J.EJOR.2006.12.024zbMATH Open1137.91461OpenAlexW2089559114MaRDI QIDQ2456434FDOQ2456434
Authors: Chang-Chun Lin, Yi-Ting Liu 
Publication date: 18 October 2007
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2006.12.024
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genetic algorithmportfolio selectionMarkowitz modelminimum transaction lotsfuzzy multi-objective decision making
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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
- Robust portfolio optimization with fuzzy TODIM, genetic algorithm and multi-criteria constraints
- 2-phase NSGA II: an optimized reward and risk measurements algorithm in portfolio optimization
- Fast quadratic programming for mean-variance portfolio optimisation
- A review of credibilistic portfolio selection
- Portfolio selection based on fuzzy cross-entropy
- Uncertain programming models for portfolio selection with uncertain returns
- Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem
- Uncertain portfolio selection with mental accounts and realistic constraints
- Robust ranking and portfolio optimization
- A hybrid intelligent algorithm for portfolio selection problem with fuzzy returns
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- A discontinuous mispricing model under asymmetric information
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- A differential evolution algorithm for yield curve estimation
- Application of robust optimization for a product portfolio problem using an invasive weed optimization algorithm
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- Adopting genetic algorithms for technical analysis and portfolio management
- A model of portfolio optimization using time adapting genetic network programming
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- Extracting from the relaxed for large-scale semi-continuous variable nondominated frontiers
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- A genetic algorithm for a portfolio optimization model
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- Twenty years of linear programming based portfolio optimization
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