Work

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

Year: 2008

Type: article

Source: Expert Systems with Applications

DOI: 10.1016/j.eswa.2008.06.007

Authors: Hamed Soleimani, Hamid Reza Golmakani, Mohammad Hossein Salimi

Institutions: Amirkabir University of Technology, Tafresh University

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2139755682

FWCI: 7.668

Cites: 42

Cited by: 224

Related to: 10