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CPAIOR
2007
Springer
13 years 11 months ago
2007
Springer
Portfolio selection is a relevant problem arising in finance and economics. While its basic formulations can be efficiently solved through linear or quadratic programming, its mor...
GECCO
2006
Springer
13 years 8 months ago
2006
Springer
In this paper, we describe how a genetic algorithm approach added to a simulated annealing (SA) process offers a better alternative to find the mean variance frontier in the portf...