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Local Search for Constrained Financial Portfolio Selection Problems with Short Sellings.
Luca Di Gaspero
Giacomo di Tollo
Andrea Roli
Andrea Schaerf
Published in:
LION (2011)
Keyphrases
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portfolio selection
portfolio optimization
decision making
genetic algorithm
problems involving
expert systems
financial markets
robust optimization
combinatorial optimization
portfolio management
search algorithm
evolutionary algorithm
optimization problems
benchmark problems