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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 - In: Global business review 23 (2022) 6, pp. 1481-1491
Persistent link: https://www.econbiz.de/10013479692
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The maximum balanced subgraph of a signed graph : applications and solution approaches
Figueiredo, Rosa; Frota, Yuri - In: European journal of operational research : EJOR 236 (2014) 2, pp. 473-487
Persistent link: https://www.econbiz.de/10010366167
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The (ir)rationality of the 1/N heuristic
Abate, Guido - In: International journal of behavioural accounting and … 4 (2014) 4, pp. 305-324
Persistent link: https://www.econbiz.de/10011349153
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Genetic algorithm versus classical methods in sparse index tracking
Giuzio, Margherita - In: Decisions in economics and finance : DEF ; a journal of … 40 (2017) 1/2, pp. 243-256
Persistent link: https://www.econbiz.de/10011997732
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A heuristic framework for the bi-objective enhanced index tracking problem
Filippi, C.; Guastaroba, Gianfranco; Speranza, Maria Grazia - In: Omega : the international journal of management science 65 (2016), pp. 122-137
Persistent link: https://www.econbiz.de/10011582044
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Selecting algorithms for large berth allocation problems
Wawrzyniak, Jakub; Drozdowski, Maciej; Sanlaville, Eric - In: European journal of operational research : EJOR 283 (2020) 3, pp. 844-862
Persistent link: https://www.econbiz.de/10012171660
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Optimization heuristics in portfolio selection
Giuzio, Margherita - In: Essays in portfolio selection, (pp. 98-110). 2017
Persistent link: https://www.econbiz.de/10012111518
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The portfolio heuristic optimisation system (PHOS)
Loukeris, N.; Eleftheriadis, I.; Livanis, E. - In: Computational economics 48 (2016) 4, pp. 627-648
Persistent link: https://www.econbiz.de/10011713087
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Index tracking with controlled number of assets using a hybrid heuristic combining genetic algorithm and non-linear programming
Sant'Anna, Leonardo Riegel; Filomena, Tiago Pascoal; … - 2017
Persistent link: https://www.econbiz.de/10011778629
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Minimizing the tracking error of cardinality constrained portfolios
Mutunge, Purity; Haugland, Dag - In: Computers & operations research : and their … 90 (2018), pp. 33-41
Persistent link: https://www.econbiz.de/10011775221