Cardinality constrained portfolio optimization with a hybrid scheme combining a Genetic Algorithm and Sonar Inspired Optimization
Christos Konstantinou, Alexandros Tzanetos, Georgios Dounias
| Year of publication: |
2022
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|---|---|
| Authors: | Konstantinou, Christos ; Tzanetos, Alexandros ; Dounias, Georgios |
| Published in: |
Operational research : an international journal. - Berlin : Springer, ISSN 1866-1505, ZDB-ID 2425760-6. - Vol. 22.2022, 3, p. 2465-2487
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| Subject: | Genetic algorithm | Hybrid algorithms | Nature-inspired algorithms | Portfolio optimization | Sonar inspired optimization | Portfolio-Management | Portfolio selection | Evolutionärer Algorithmus | Evolutionary algorithm | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Algorithmus | Algorithm |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s12351-020-00614-1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013443653