Metaheuristics for the portfolio selection problem
From MaRDI portal
Publication:3598874
Recommendations
- Hybrid metaheuristics for constrained portfolio selection problems
- Heuristic algorithms for the cardinality constrained efficient frontier
- Pareto ant colony optimization: a metaheuristic approach to multiobjective portfolio selection
- scientific article; zbMATH DE number 5010401
- A novel hybrid PSO-based metaheuristic for costly portfolio selection problems
Cited in
(18)- Meta-heuristic based decision support for portfolio optimization with a case study on tracking error minimization in passive portfolio management
- Simulated annealing for complex portfolio selection problems.
- A PROMETHEE-based approach to portfolio selection problems
- Portfolio optimization under Solvency II: a multi-objective approach incorporating market views and real-world constraints
- A differential evolution algorithm for yield curve estimation
- A novel hybrid PSO-based metaheuristic for costly portfolio selection problems
- Heuristic algorithms for the cardinality constrained efficient frontier
- Twenty years of linear programming based portfolio optimization
- A simheuristic algorithm for the portfolio optimization problem with random returns and noisy covariances
- Hybrid Local Search for Constrained Financial Portfolio Selection Problems
- Kernel search: an application to the index tracking problem
- scientific article; zbMATH DE number 2159113 (Why is no real title available?)
- Hybrid metaheuristics for constrained portfolio selection problems
- Mixed Tabu machine for portfolio optimization problem
- Adaptive evolutionary algorithms for portfolio selection problems
- Consensus reaching process for portfolio selection: a behavioral approach
- Pareto ant colony optimization: a metaheuristic approach to multiobjective portfolio selection
- An adaptive evolutionary strategy for long-short portfolio construction
This page was built for publication: Metaheuristics for the portfolio selection problem
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3598874)
