Particle Swarm Optimization (PSO) for the constrained portfolio optimization problem

Particle swarm optimization

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Firefly Algorithm, Intelligent Optimization, Particle Swarm Optimization +1

Mutual Fund Performance

William F. Sharpe · The Journal of Business · 1966 · 3.8K citations

Financial Economics, Fund Management, Hedge Fund +5

Defining a Standard for Particle Swarm Optimization

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Computational Science, Optimization Community, Engineering +11

Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework

X.Y. Zhou, Duan Li · Applied Mathematics & Optimization · 2000 · 1K citations

Stochastic Lq Framework, Portfolio Optimization, Asset Pricing +8

Heuristics for cardinality constrained portfolio optimisation

Tun-Jen Chang, Nigel Meade, J. E. Beasley et al. · Computers & Operations Research · 2000 · 913 citations

Mathematical Programming, Portfolio Optimization, Engineering +8