Pages that link to "Item:Q4911224"
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The following pages link to Hybrid metaheuristics for constrained portfolio selection problems (Q4911224):
Displaying 11 items.
- Kernel search: an application to the index tracking problem (Q439324) (← links)
- Cardinality-constrained portfolio optimization with short selling and risk-neutral interest rate (Q2044819) (← links)
- Bounds on efficient outcomes for large-scale cardinality-constrained Markowitz problems (Q2046267) (← links)
- Convex optimization techniques in compliant assembly simulation (Q2218917) (← links)
- Linear vs. quadratic portfolio selection models with hard real-world constraints (Q2355713) (← links)
- A new method for mean-variance portfolio optimization with cardinality constraints (Q2393351) (← links)
- An iterative method for solving a bi-objective constrained portfolio optimization problem (Q2419517) (← links)
- Twenty years of linear programming based portfolio optimization (Q2514724) (← links)
- A simheuristic algorithm for the portfolio optimization problem with random returns and noisy covariances (Q2669799) (← links)
- Prospect theory–based portfolio optimization: an empirical study and analysis using intelligent algorithms (Q4555083) (← links)
- Complex portfolio selection via convex mixed‐integer quadratic programming: a survey (Q6070970) (← links)
