Concepedia

Markowitz-based portfolio selection with minimum transaction lots, cardinality constraints and regarding sector capitalization using genetic algorithm

Hamed Soleimani, Hamid Reza Golmakani, Mohammad Salimi

Expert Systems with Applications · 2008 · 216 citations · 33 references

Concepts

Mathematical ProgrammingQuantitative ManagementPortfolio OptimizationPortfolio SelectionPortfolio AllocationManagementBusinessGenetic AlgorithmPortfolio ManagementMarkowitz-based Portfolio SelectionFinancial EngineeringMinimum Transaction LotsPortfolio ChoiceFinanceCapital Structure

References

33

Portfolio Selection: Efficient Diversification of Investments

Alan Stuart, Harry M. Markowitz · OR · 1959 · 5.6K citations

Portfolio Optimization, Financial Economics, Asset Pricing +7

Portfolio Selection

Harry M. Markowitz · The Journal of Finance · 1952 · 4.4K citations

Portfolio Selection: Efficient Diversification of Investments.

H. S. Houthakker, Harry M. Markowitz · Journal of the American Statistical Association · 1962 · 3.7K citations

Efficient Diversification, Portfolio Management, Operations Research +17

Genetic programming II: Automatic discovery of reusable programs

Computers & Mathematics with Applications · 1995 · 1.9K citations

Engineering, Data Science, Program Analysis +10

Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market

Hiroshi Konno, Hiroaki Yamazaki · Management Science · 1991 · 1.5K citations

Mathematical Programming, Portfolio Optimization, Risk Model +13