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Natural SciencesComputer ScienceMathematicsFinancial MarketsOptimizationPortfolio ManagementCombinatorial OptimizationConstrained OptimizationMetaheuristic OptimizationOptimization TheoryPortfolio OptimizationPortfolio SelectionCardinality-constrained Portfolio OptimizationLocal SearchLocal Search Algorithms
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Philippe Artzner, Freddy Delbaen, Jean‐Marc Eber et al. · Mathematical Finance · 1999 · 9K citations · Full text
Business, Finance, Risk Management +14
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Heuristics for cardinality constrained portfolio optimisation
Tun-Jen Chang, Nigel Meade, J. E. Beasley et al. · Computers & Operations Research · 2000 · 928 citations