A parallel variable neighborhood search algorithm with quadratic programming for cardinality constrained portfolio optimization-Reference-Cited by-同舟云学术

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A parallel variable neighborhood search algorithm with quadratic programming for cardinality constrained portfolio optimization

Published:2020-06 Issue: Volume:198 Page:105944
ISSN:0950-7051
Container-title:Knowledge-Based Systems
language:en
Short-container-title:Knowledge-Based Systems

Author:

Akbay Mehmet Anil,Kalayci Can B.,Polat Olcay

Funder

Scientific and Technological Research Council of Turkey

Publisher

Elsevier BV

Subject

Artificial Intelligence,Information Systems and Management,Management Information Systems,Software

Reference73 articles.

1. Portfolio selection;Markowitz;J. Finance,1952

2. The early history of portfolio theory: 1600–1960;Markowitz;Financ. Anal. J.,1999

3. Heuristics for cardinality constrained portfolio optimisation;Chang;Comput. Oper. Res.,2000

4. A comprehensive review of deterministic models and applications for mean–variance portfolio optimization;Kalayci;Expert Syst. Appl.,2019

5. Reducibility among combinatorial problems;Karp,1972

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