A computational intelligence method for solving a class of portfolio optimization problems
type: Item
instance of: scholarly article
title: A computational intelligence method for solving a class of portfolio optimization problems
zbMATH Open document ID: 1422.91664
author: Alireza Nazemi
author: Narges Tahmasbi
published in: Soft Computing
publication date: 2015-11-30T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91-08
Mathematics Subject Classification ID: 90C20
Mathematics Subject Classification ID: 68T05
zbMATH DE Number: 6514847
zbMATH Keywords: portfolio selection
zbMATH Keywords: mean-variance model
zbMATH Keywords: quadratic programming
zbMATH Keywords: neural network models
zbMATH Keywords: stability
zbMATH Keywords: convergence
MaRDI profile type: Publication
full work available at URL: s00500-013-1186-4
OpenAlex ID: W2084779967
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DOI: 10.1007/S00500-013-1186-4
description: scientific article; zbMATH DE number 6514847