scientific article; zbMATH DE number 7239782
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Publication:5117542
zbMATH Open1440.91034MaRDI QIDQ5117542FDOQ5117542
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Publication date: 25 August 2020
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genetic algorithmcardinality constraintsgaininvestment portfolioportfolio optimization problembasic constraintsbounding constraintsportfolio reliability
Cited In (5)
- A simheuristic algorithm for the portfolio optimization problem with random returns and noisy covariances
- Portfolio Optimization with Combinatorial and Downside Return Constraints
- An investment optimization algorithm for option pricing
- Evolutionary Stochastic Portfolio Optimization
- Multi-period dynamic bond portfolio optimization utilizing a stochastic interest rate model
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