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Hybrid search for cardinality constrained portfolio optimization.

Miguel A. GomezCarmen X. FloresMaria A. Osorio
Published in: GECCO (2006)
Keyphrases
  • portfolio optimization
  • search algorithm
  • search space
  • portfolio selection
  • risk management
  • multiple objectives
  • problems involving
  • expert systems
  • shortest path
  • optimization methods
  • bi objective
  • robust optimization