Anatomy of a portfolio optimizer under a limited budget constraint-Reference-Cited by-同舟云学术

Anatomy of a portfolio optimizer under a limited budget constraint

Published:2016-09-02 Issue:4 Volume:9 Page:125-136
ISSN:1864-5909
Container-title:Evolutionary Intelligence
language:en
Short-container-title:Evol. Intel.

Author:

Deplano Igor,Squillero Giovanni^ORCID,Tonda Alberto

Publisher

Springer Science and Business Media LLC

Subject

Artificial Intelligence,Cognitive Neuroscience,Computer Vision and Pattern Recognition,Mathematics (miscellaneous)

Link

http://link.springer.com/content/pdf/10.1007/s12065-016-0144-3.pdf

Reference69 articles.

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4. Anagnostopoulos K, Mamanis G (2011) The mean–variance cardinality constrained portfolio optimization problem: an experimental evaluation of five multiobjective evolutionary algorithms. Expert Syst Appl 38(11):14208–14217

5. Association MF et al (2009) Sound practices for hedge fund managers. http://www.managedfunds.org

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