Variable neighborhood search heuristic for nonconvex portfolio optimization-Reference-Cited by-同舟云学术

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Variable neighborhood search heuristic for nonconvex portfolio optimization

Published:2019-06-16 Issue:3 Volume:64 Page:254-274
ISSN:0013-791X
Container-title:The Engineering Economist
language:en
Short-container-title:The Engineering Economist

Author:

Bačević Andrijana¹,Vilimonović Nemanja²,Dabić Igor²,Petrović Jakov²,Damnjanović Darko²,Džamić Dušan³

Affiliation:

1. Department of Operations Research and Statistics, Faculty of Organizational Sciences, University of Belgrade, Belgrade, Serbia;

2. Faculty of Organizational Sciences, University of Belgrade, Belgrade, Serbia;

3. Department of Mathematics, Faculty of Organizational Sciences, University of Belgrade, Belgrade, Serbia

Funder

Serbian Ministry of Education and Science

Publisher

Informa UK Limited

Subject

Economics and Econometrics,General Engineering,Education

Link

https://www.tandfonline.com/doi/pdf/10.1080/0013791X.2019.1619888

Reference17 articles.

1. Portfolio optimization with an envelope-based multi-objective evolutionary algorithm

2. Heuristics for cardinality constrained portfolio optimisation

3. Simulated annealing for complex portfolio selection problems

4. How Active Is Your Fund Manager? A New Measure That Predicts Performance

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. A simheuristic algorithm for the portfolio optimization problem with random returns and noisy covariances;Computers & Operations Research;2022-03

2. Variable Neighborhood Search for the Two-Echelon Electric Vehicle Routing Problem with Time Windows;Applied Sciences;2022-01-19

3. An Optimization View to the Design of Edge Computing Infrastructures for IoT Applications;Internet of Things;2021-07-30

4. A parallel variable neighborhood search algorithm with quadratic programming for cardinality constrained portfolio optimization;Knowledge-Based Systems;2020-06

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