Equity portfolio management with cardinality constraints and risk parity control using multi-objective particle swarm optimization-Reference-Cited by-同舟云学术

Equity portfolio management with cardinality constraints and risk parity control using multi-objective particle swarm optimization

Published:2019-09 Issue: Volume:109 Page:300-316
ISSN:0305-0548
Container-title:Computers & Operations Research
language:en
Short-container-title:Computers & Operations Research

Author:

Kaucic Massimiliano^ORCID

Publisher

Elsevier BV

Subject

Management Science and Operations Research,Modeling and Simulation,General Computer Science

Reference66 articles.

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4. Theory of the hypervolume indicator: optimal μ-distributions and the choice of the reference point;Auger,2009

5. Least-squares approach to risk parity in portfolio selection;Bai;Quant. Financ.,2016

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