Optimization of cardinality constrained portfolios with a hybrid local search algorithm

OR Spectrum

Volumn 25, Issue 4, 2003, Pages 481-495

  Maringer, Dietmar ^a   Kellerer, Hans ^b  

^a UNIVERSITY OF ERFURT   (Germany)

^b UNIVERSITY OF GRAZ   (Austria)

Author keywords

Evolutionary strategies; Local search; Methaheuristic; Portfolio optimization; Simulated annealing

Indexed keywords

EID: 1442359837     PISSN: 01716468     EISSN: 14366304     Source Type: Journal    
DOI: 10.1007/s00291-003-0139-1     Document Type: Article

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