Portfolio optimization using Laplacian biogeography based optimization

DOI10.1007/s12597-019-00400-4zbMath1470.91241OpenAlexW2966604277MaRDI QIDQ2009199

Vanita Garg, Kusum Deep

Publication date: 27 November 2019

Published in: Opsearch (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s12597-019-00400-4

zbMATH Keywords

portfolio optimizationLX-BBOmean variance model

Mathematics Subject Classification ID

Quadratic programming (90C20) Portfolio theory (91G10)

Cites Work

• Fuzzy portfolio optimization. Advances in hybrid multi-criteria methodologies
• Semi-absolute deviation rule for mutual funds portfolio selection
• An efficient constraint handling method for genetic algorithms
• Solving norm constrained portfolio optimization via coordinate-wise descent algorithms
• A new crossover operator for real coded genetic algorithms
• An Exact Solution Approach for Portfolio Optimization Problems Under Stochastic and Integer Constraints

This page was built for publication: Portfolio optimization using Laplacian biogeography based optimization