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Volumn , Issue , 2006, Pages 2382-2388

Selection of optimal investment portfolios with cardinality constraints

Author keywords

[No Author keywords available]

Indexed keywords

CARDINALITY CONSTRAINTS; CONSTRAINTS TRANSFORMS; OPTIMAL INVESTMENT PORTFOLIOS; STANDARD OPTIMIZATION TECHNIQUES;

EID: 34547291795     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper
Times cited : (102)

References (16)
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    • Heuristic algorithms for the portfolio selection problem with minimum transaction lots
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    • Mansini, R.1    Speranza, M.G.2
  • 5
    • 33847191724 scopus 로고    scopus 로고
    • Simulated annealing for complex portfolio selection problems
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  • 7
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  • 8
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    • Local search techniques for constrained portfolio selection problems
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    • Schaerf, A.1
  • 10
    • 34547320697 scopus 로고    scopus 로고
    • Comparing Discrete and Continuous Genotypes on the Constrained Portfolio Selection Problem
    • Proceedings of GECCO
    • F. Streichen, H. Ulmer, and A. Zell: "Comparing Discrete and Continuous Genotypes on the Constrained Portfolio Selection Problem" Proceedings of GECCO (2004), Part II. Lecture Notes in Computer Science, vol. 3103, pp-1239-1250, 2004.
    • (2004) Lecture Notes in Computer Science , vol.3103 , Issue.PART II , pp. 1239-1250
    • Streichen, F.1    Ulmer, H.2    Zell, A.3
  • 11
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    • Portfolio optimization with linear and fixed transaction costs
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    • M. Lobo, M. Fazei, and S. Boyd, "Portfolio optimization with linear and fixed transaction costs", accepted for publication in Annals of Operations Research, 2005.
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  • 12
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  • 14
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.