Particle swarm optimization approach to portfolio optimization
type: Item
instance of: scholarly article
title: Particle swarm optimization approach to portfolio optimization
zbMATH Open document ID: 1163.90669
author: Tunchan Cura
published in: Nonlinear Analysis. Real World Applications
publication date: 2009-06-29T00:00:00Z
Mathematics Subject Classification ID: 90C11
Mathematics Subject Classification ID: 90C20
zbMATH DE Number: 5571277
zbMATH Keywords: particle swarm optimization
zbMATH Keywords: portfolio optimization
zbMATH Keywords: efficient frontier
MaRDI profile type: Publication
full work available at URL: j.nonrwa.2008.04.023
OpenAlex ID: W2162397932
cites work: Portfolio selection using neural networks
cites work: An algorithm for portfolio selection in a frictional market
cites work: Heuristic algorithms for the portfolio selection problem with minimum transaction lots
cites work: Heuristics for cardinality constrained portfolio optimization
cites work: Improving portfolio efficiency: a genetic algorithm approach
cites work: Simulated annealing for complex portfolio selection problems.
cites work: On a local-search heuristic for a class of tracking error minimization problems in portfolio management
cites work: Meta-heuristic based decision support for portfolio optimization with a case study on tracking error minimization in passive portfolio management
cites work: A hybrid heuristic approach to discrete multi-objective optimization of credit portfolios
cites work: Multiperiod portfolio optimization models in stochastic markets using the mean--variance approach
DOI: 10.1016/J.NONRWA.2008.04.023
description: scientific article; zbMATH DE number 5571277