Optimization of cardinality constrained portfolios with a hybrid local search algorithm (Q1412165)
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scientific article; zbMATH DE number 2001623
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimization of cardinality constrained portfolios with a hybrid local search algorithm |
scientific article; zbMATH DE number 2001623 |
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Optimization of cardinality constrained portfolios with a hybrid local search algorithm (English)
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9 November 2003
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portfolio optimization
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local search
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simulated annealing
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evolutionary strategies
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metaheuristic
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0.9229678
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0.9125375
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0.91028076
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0.89778733
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0.88945085
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0.88856375
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