ACTIVE PORTFOLIO MANAGEMENT WITH CARDINALITY CONSTRAINTS: AN APPLICATION OF PARTICLE SWARM OPTIMIZATION

DOI10.1142/S1793005709001519zbMath1183.91172OpenAlexW2094725653MaRDI QIDQ3646176

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Publication date: 19 November 2009

Published in: New Mathematics and Natural Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s1793005709001519

zbMATH Keywords

tracking errorparticle swarm optimizationactive portfolio management

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Approximation methods and heuristics in mathematical programming (90C59) Portfolio theory (91G10)

Related Items (1)

Particle Swarm Optimization for Preference Disaggregation in Multicriteria Credit Scoring Problems

Cites Work

• Portfolio management with heuristic optimization.
• An evolutionary heuristic for the index tracking problem.

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