Finding the Efficient Frontier for a Mixed Integer Portfolio Choice Problem Using a Multiobjective Algorithm

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ISSN Print: 2150-4075
ISSN Online: 2150-4083
www.scirp.org/journal/ib
E-mail: ib@scirp.org

Citations

"Finding the Efficient Frontier for a Mixed Integer Portfolio Choice Problem Using a Multiobjective Algorithm"
written by K. P. ANAGNOSTOPOULOS, G. MAMANIS,
published by iBusiness, Vol.1 No.2, 2009

has been cited by the following article(s):

[1]	A multi-objective evolutionary algorithm for a class of mean-variance portfolio selection problems
	2019

[2]	A GRASP based solution approach to solve cardinality constrained portfolio optimization problems
	Computers & Industrial Engineering, 2015

[3]	A naïve approach to speed up portfolio optimization problem using a multiobjective genetic algorithm
	Investigaciones Europeas de Dirección y Economía de la Empresa, 2012

[4]	Minimising value-at-risk in a portfolio optimisation problem using a multi-objective genetic algorithm
	International Journal of Risk Assessment and Management?, 2011

[5]	Minimizing Value-at-Risk in a portfolio optimization problem using a multiobjective genetic algorithm
	2010

[1]	A hybrid non-dominated sorting genetic algorithm with local search for portfolio selection problem with cardinality constraints Exacta, 2023 DOI:10.5585/2023.22046

[2]	A multi-objective evolutionary algorithm for a class of mean-variance portfolio selection problems Expert Systems with Applications, 2019 DOI:10.1016/j.eswa.2019.05.018

[3]	A GRASP based solution approach to solve cardinality constrained portfolio optimization problems Computers & Industrial Engineering, 2015 DOI:10.1016/j.cie.2015.10.009

[4]	A naïve approach to speed up portfolio optimization problem using a multiobjective genetic algorithm Investigaciones Europeas de Dirección y Economía de la Empresa, 2012 DOI:10.1016/S1135-2523(12)70002-3

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