Local Search Techniques for Constrained Portfolio Selection Problems
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- Francesco Cesarone & Andrea Scozzari & Fabio Tardella, 2015. "Linear vs. quadratic portfolio selection models with hard real-world constraints," Computational Management Science, Springer, vol. 12(3), pages 345-370, July.
- Konstantinos Anagnostopoulos & Georgios Mamanis, 2011. "Multiobjective evolutionary algorithms for complex portfolio optimization problems," Computational Management Science, Springer, vol. 8(3), pages 259-279, August.
- Marco Corazza & Giacomo Di Tollo & Giovanni Fasano & Raffaele Pesenti, 2015. "A novel initialization of PSO for costly portfolio selection problems," Working Papers 4, Department of Management, Università Ca' Foscari Venezia.
- Branke, J. & Scheckenbach, B. & Stein, M. & Deb, K. & Schmeck, H., 2009. "Portfolio optimization with an envelope-based multi-objective evolutionary algorithm," European Journal of Operational Research, Elsevier, vol. 199(3), pages 684-693, December.
- Xi-li Zhang & Wei-Guo Zhang & Wei-jun Xu & Wei-Lin Xiao, 2010. "Possibilistic Approaches to Portfolio Selection Problem with General Transaction Costs and a CLPSO Algorithm," Computational Economics, Springer;Society for Computational Economics, vol. 36(3), pages 191-200, October.
- Woodside-Oriakhi, M. & Lucas, C. & Beasley, J.E., 2011. "Heuristic algorithms for the cardinality constrained efficient frontier," European Journal of Operational Research, Elsevier, vol. 213(3), pages 538-550, September.
- Yucheng Kao & Hsiu-Tzu Cheng, 2013. "Bacterial Foraging Optimization Approach to Portfolio Optimization," Computational Economics, Springer;Society for Computational Economics, vol. 42(4), pages 453-470, December.
- Xiaolou Yang, 2006. "Improving Portfolio Efficiency: A Genetic Algorithm Approach," Computational Economics, Springer;Society for Computational Economics, vol. 28(1), pages 1-14, August.
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