Metaheuristics for the portfolio selection problem
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Publication:3598874
zbMATH Open1153.90587MaRDI QIDQ3598874FDOQ3598874
Authors: Giacomo di Tollo, Andrea Roli 
Publication date: 3 February 2009
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Cited In (17)
- Adaptive evolutionary algorithms for portfolio selection problems
- Consensus reaching process for portfolio selection: a behavioral approach
- Mixed Tabu machine for portfolio optimization problem
- Hybrid metaheuristics for constrained portfolio selection problems
- A differential evolution algorithm for yield curve estimation
- Kernel search: an application to the index tracking problem
- Pareto ant colony optimization: a metaheuristic approach to multiobjective portfolio selection
- A simheuristic algorithm for the portfolio optimization problem with random returns and noisy covariances
- A novel hybrid PSO-based metaheuristic for costly portfolio selection problems
- Portfolio optimization under Solvency II: a multi-objective approach incorporating market views and real-world constraints
- Meta-heuristic based decision support for portfolio optimization with a case study on tracking error minimization in passive portfolio management
- Title not available (Why is that?)
- Hybrid Local Search for Constrained Financial Portfolio Selection Problems
- A PROMETHEE-based approach to portfolio selection problems
- Heuristic algorithms for the cardinality constrained efficient frontier
- Simulated annealing for complex portfolio selection problems.
- Twenty years of linear programming based portfolio optimization
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