Simulated annealing for complex portfolio selection problems-Reference-Cited by-同舟云学术

Simulated annealing for complex portfolio selection problems

Published:2003-11 Issue:3 Volume:150 Page:546-571
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Crama Y.,Schyns M.

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modeling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference27 articles.

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3. F. Catanas, On a neighbourhood structure for portfolio selection problems, Working paper, Centre for Quantitative Finance, Imperial College, London, 1998

4. Thermodynamical approach to the travelling salesman problem: An efficient simulation algorithm;Černý;Journal of Optimization Theory and Applications,1985

5. Heuristics for cardinality constrained portfolio optimisation;Chang;Computers and Operations Research,2000

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