Simulated annealing for complex portfolio selection problems

By Yves Crama, M. Schyns. European Journal of Operational Research, 2003

379 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/5e116a21ea65c48cdd3c902da2e7b0fda3643a99

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1. Xiaoling Sun
2. Xiaojin Zheng
3. Duan Li
4. Peter A. Forsyth
5. Xun Yu Zhou
6. Xiangyu Cui
7. Xun Li
8. Grégoire Allaire

Citations in the corpus

• Recent Advances in Mathematical Programming with Semi-continuous Variables and Cardinality Constraint (2013, background): “The model (MV) has been also investigated in finance literature in the context of limiteddiversification, small portfolios and portfolio selection models with real features (see, e.g., [8, 33, 34, 42, 46]).”