Heuristics for cardinality constrained portfolio optimization
type: Item
instance of: scholarly article
title: Heuristics for cardinality constrained portfolio optimization
zbMATH Open document ID: 1032.91074
DOI: 10.1016/S0305-0548(99)00074-X
author: R. Smith
published in: Computers \& Operations Research
publication date: 2004-03-11T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 90C59
Mathematics Subject Classification ID: 90B50
Mathematics Subject Classification ID: 65K05
zbMATH DE Number: 1517242
zbMATH Keywords: computational results
zbMATH Keywords: efficient frontier
zbMATH Keywords: standard mean-variance portfollo optimisation model
zbMATH Keywords: cardinality constraint
zbMATH Keywords: heuristic algorithms
zbMATH Keywords: genetic algorithms
zbMATH Keywords: tabu search
zbMATH Keywords: simulated annealing
describes a project that uses: Tabu search
MaRDI profile type: Publication
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full work available at URL: s0305-0548(99)00074-x
OpenAlex ID: W2151237529
description: scientific article; zbMATH DE number 1517242