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Does risk propensity of investors affect the heuristic choice of sri portfolio selection? : a comparison between a market portfolio and SRI portfolio
Panja, Soma, (2022)
A heuristic approach to the index tracking problem : a case study of the Tehran Exchange Price Index
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Portfolio optimization und different risk constraints with modified memetic algorithms
Maringer, Dietmar G., (2003)
Genetic algorithm versus classical methods in sparse index tracking
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Sparse and robust normal and t- portfolios by penalized Lq-likelihood minimization
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