Heuristics for cardinality constrained portfolio optimization (Q1582684)
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scientific article; zbMATH DE number 1517242
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Heuristics for cardinality constrained portfolio optimization |
scientific article; zbMATH DE number 1517242 |
Statements
Heuristics for cardinality constrained portfolio optimization (English)
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11 March 2004
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computational results
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efficient frontier
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standard mean-variance portfollo optimisation model
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cardinality constraint
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heuristic algorithms
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genetic algorithms
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tabu search
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simulated annealing
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