Markowitz-based portfolio selection with minimum transaction lots, cardinality constraints and regarding sector capitalization using genetic algorithm-Reference-Cited by-同舟云学术

Markowitz-based portfolio selection with minimum transaction lots, cardinality constraints and regarding sector capitalization using genetic algorithm

Published:2009-04 Issue:3 Volume:36 Page:5058-5063
ISSN:0957-4174
Container-title:Expert Systems with Applications
language:en
Short-container-title:Expert Systems with Applications

Author:

Soleimani Hamed,Golmakani Hamid Reza,Salimi Mohammad Hossein

Publisher

Elsevier BV

Subject

Artificial Intelligence,Computer Science Applications,General Engineering

Reference45 articles.

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5. Simulated annealing for complex portfolio selection problems;Crama;European Journal of Operational Research,2003

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