A comprehensive review of deterministic models and applications for mean-variance portfolio optimization-Reference-Cited by-同舟云学术

A comprehensive review of deterministic models and applications for mean-variance portfolio optimization

Published:2019-07 Issue: Volume:125 Page:345-368
ISSN:0957-4174
Container-title:Expert Systems with Applications
language:en
Short-container-title:Expert Systems with Applications

Author:

Kalayci Can B.^ORCID,Ertenlice Okkes,Akbay Mehmet Anil

Funder

Scientific and Technological Research Council of Turkey

Publisher

Elsevier BV

Subject

Artificial Intelligence,Computer Science Applications,General Engineering

Reference255 articles.

1. Comparison of AIS and PSO for constrained portfolio optimization;Abbas,2009

2. A heuristic crossover for portfolio selection;Ackora-Prah;Applied Mathematical Sciences,2014

3. Pattern search for portfolio selection;Ackora-Prah;Applied Mathematical Sciences,2014

4. A portfolio optimization model with three objectives and discrete variables;Anagnostopoulos;Computers & Operations Research,2010

5. The mean–variance cardinality constrained portfolio optimization problem: An experimental evaluation of five multiobjective evolutionary algorithms;Anagnostopoulos;Expert Systems with Applications,2011

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