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Local Search Techniques for Constrained Portfolio Selection Problems · Study

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ArticleLocal Search Techniques for Constrained Portfolio Selection Problems

Andrea Schaerf2002

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Articlegreen2002

Local Search Techniques for Constrained Portfolio Selection Problems

145 citations·0/0 files stored·Computational Economics

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Risk and Portfolio Optimization Metaheuristic Optimization Algorithms Research Optimization and Packing Problems

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References

1952PORTFOLIO SELECTION*1959Portfolio Selection: Efficient Diversification of Investments 1962Portfolio Selection: Efficient Diversification of Investments.1991Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market 2000Heuristics for cardinality constrained portfolio optimisation 1984Large-Scale Portfolio Optimization 1999Heuristic algorithms for the portfolio selection problem with minimum transaction lots 1993A mean-absolute deviation-skewness portfolio optimization model

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2011Constrained Portfolio Selection using Particle Swarm Optimization 2012A new method for mean-variance portfolio optimization with cardinality constraints 2006Selection of Optimal Investment Portfolios with Cardinality Constraints 2015An integrated multi-objective Markowitz–DEA cross-efficiency model with fuzzy returns for portfolio selection problem 2011Applying a GA kernel on optimizing technical analysis rules for stock picking and portfolio composition

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2016Multicriteria Decision Aid/Analysis in Financechapter · 7 shared references 2003On LP Solvable Models for Portfolio Selectionarticle · 7 shared references 2018A novel hybrid heuristic algorithm for a new uncertain mean-variance-skewness portfolio selection model with real constraintsarticle · 7 shared references 2013Twenty years of linear programming based portfolio optimizationarticle · 6 shared references 2006Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selectionarticle · 6 shared references 2016Fuzzy multi-period portfolio selection with different investment horizonsarticle · 6 shared references

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Year2002

Typearticle

Published2002-12-01

VenueComputational Economics

ISSN-L0927-7099

Languageen

Citations145

Files0 public / 0

ShelfRisk and Portfolio Optimization

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doi10.1023/a:1020920706534

openalex_workW1516760870

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2010

Hybrid Approaches and Dimensionality Reduction for Portfolio Selection with Cardinality Constraints

2019Metaheuristics for rich portfolio optimisation and risk management: Current state and future trends

2019Multi-objective imprecise programming for financial portfolio selection with fuzzy returns