A GRASP based solution approach to solve cardinality constrained portfolio optimization problems-Reference-Cited by-同舟云学术

A GRASP based solution approach to solve cardinality constrained portfolio optimization problems

Published:2015-12 Issue: Volume:90 Page:339-351
ISSN:0360-8352
Container-title:Computers & Industrial Engineering
language:en
Short-container-title:Computers & Industrial Engineering

Author:

Baykasoğlu Adil,Yunusoglu Mualla Gonca,Burcin Özsoydan F.

Publisher

Elsevier BV

Subject

General Engineering,General Computer Science

Reference16 articles.

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

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

4. Beasley, J. E. (1990). OR-Library Retrieved 2013.

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

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