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Optimization of cardinality constrained portfolios with a hybrid local search algorithm

https://doi.org/10.1007/s00291-003-0139-1
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*13 Simulated Annealing and Boltzmann Machines

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Sparse Portfolio Selection via Quasi-Norm Regularization
inferred← citeshttps://doi.org/10.48550/arxiv.1507.05708openalex-snapshot
Tight MIQP Reformulations for Semi-Continuous Quadratic Programming: Lift-and-Convexification Approach
inferred← citeshttps://doi.org/10.48550/arxiv.1908.08684openalex-snapshot
A nonlinear optimisation model for constructing minimal drawdown portfolios
inferred← citeshttps://doi.org/10.48550/arxiv.2101.03312openalex-snapshot
Markowitz-based cardinality constrained portfolio selection using Asexual Reproduction Optimization (ARO)
inferred← citeshttps://doi.org/10.5220/0005758303880395openalex-snapshot
Constrained Portfolio Optimisation: The State-of-the-Art Markowitz Models
inferred← citeshttps://doi.org/10.5267/j.msl.2013.12.036openalex-snapshot
Asset management using genetic algorithm: Evidence from Tehran Stock Exchange
inferred← citeshttps://doi.org/10.5267/j.msl.2014.3.027openalex-snapshot
An application of Markowitz theorem on Tehran Stock Exchange
inferred← citeshttps://doi.org/10.5267/j.msl.2014.4.011openalex-snapshot
Asset management using an extended Markowitz theorem
inferred← citeshttps://doi.org/10.5539/ass.v14n1p40openalex-snapshot
Review on Reformulation of the Mean-Variance Model with Real-life Trading Restrictions
inferred← citeshttps://doi.org/10.5539/ijef.v2n3p152openalex-snapshot
Using Multiobjective Algorithms to Solve the Discrete Mean-Variance Portfolio Selection
inferred← citeshttps://doi.org/10.59254/sbpo-2018-85475openalex-snapshot
Um Algoritmo Genético com Busca Local pela Descida Randômica na Otimização de Carteiras de Ações
inferred← citeshttps://doi.org/10.70675/5d410cc0zae54z4822z80e7zb372f4b9b5b9openalex-snapshot
La mesure et la gestion du risque de liquidité sur le marché boursier du CAC 40
inferred← citeshttps://doi.org/10.9790/3021-031114248openalex-snapshot
Stock Portfolio Selection using Data Mining Approach
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