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ArticleParticle swarm optimization approach to portfolio optimization

Tunçhan Cura2008

Article2008

Particle swarm optimization approach to portfolio optimization

260 citations·0/0 files stored·Nonlinear Analysis Real World Applications

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Risk and Portfolio Optimization Metaheuristic Optimization Algorithms Research Advanced Multi-Objective Optimization Algorithms

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References

1952Portfolio Selection 1991Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market 2000Heuristics for cardinality constrained portfolio optimisation 2003Simulated annealing for complex portfolio selection problems 2005Portfolio selection using neural networks 1999Heuristic algorithms for the portfolio selection problem with minimum transaction lots

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2011Heuristic algorithms for the cardinality constrained efficient frontier 2019A comprehensive review of deterministic models and applications for mean-variance portfolio optimization 2022A brief review of portfolio optimization techniques 2017Portfolio selection problems with Markowitz’s mean–variance framework: a review of literature 2011Applying a GA kernel on optimizing technical analysis rules for stock picking and portfolio composition 2012A hybrid fuzzy rule-based multi-criteria framework for sustainable project portfolio selection 2015Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem

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Year2008

Typearticle

Published2008-05-07

VenueNonlinear Analysis Real World Applications

ISSN-L1468-1218

Languageen

Citations260

Files0 public / 0

ShelfRisk and Portfolio Optimization

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doi10.1016/j.nonrwa.2008.04.023

openalex_workW2162397932

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