Cited by

• 2019A comprehensive review of deterministic models and applications for mean-variance portfolio optimization184 cited
• 2011Kernel Search: An application to the index tracking problem171 cited
• 2020Minimax and Biobjective Portfolio Selection Based on Collaborative Neurodynamic Optimization141 cited
• 2012A new method for mean-variance portfolio optimization with cardinality constraints130 cited
• 2017Portfolio selection problems with Markowitz’s mean–variance framework: a review of literature130 cited
• 2021Cardinality-constrained portfolio selection based on collaborative neurodynamic optimization109 cited
• 2019Metaheuristics for rich portfolio optimisation and risk management: Current state and future trends86 cited
• 2017An artificial bee colony algorithm with feasibility enforcement and infeasibility toleration procedures for cardinality constrained portfolio optimization81 cited
• 2018Examining the influence of corporate website favorability on corporate image and corporate reputation: Findings from fsQCA79 cited
• 2019Portfolio optimization by improved NSGA-II and SPEA 2 based on different risk measures79 cited
• 2023Multi-period portfolio optimization using a deep reinforcement learning hyper-heuristic approach77 cited
• 2014Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints76 cited
• 2012Simultaneous pursuit of out-of-sample performance and sparsity in index tracking portfolios76 cited
• 2020A parallel variable neighborhood search algorithm with quadratic programming for cardinality constrained portfolio optimization75 cited
• 2019Computational approaches and data analytics in financial services: A literature review67 cited
• 2013A hybrid algorithm for constrained portfolio selection problems66 cited