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Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem

16 references·16 citing·33 second hopsampled

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References

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2008Particle swarm optimization approach to portfolio optimization260 cited
1999Portfolio selection based on upper and lower exponential possibility distributions250 cited
2007Genetic algorithms for portfolio selection problems with minimum transaction lots

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243 cited

2006Fuzzy portfolio optimization under downside risk measures225 cited

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