Local Search Techniques for Constrained Portfolio Selection Problems

Computational Economics

Volumn 20, Issue 3, 2002, Pages 177-190

  Schaerf, Andrea ^a  

^a UNIVERSITY OF UDINE   (Italy)

Author keywords

local search; mean variance portfolio selection; portfolio optimization; tabu search

Indexed keywords

EID: 84867950333     PISSN: 09277099     EISSN: 15729974     Source Type: Journal    
DOI: 10.1023/A:1020920706534     Document Type: Article

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