Work

A hybrid approach based on double roulette wheel selection and quadratic programming for cardinality constrained portfolio optimization

Year: 2021

Type: article

Source: Concurrency and Computation Practice and Experience

DOI: 10.1002/cpe.6818

Authors: Bo Hu, Hui Xiao, Nan Yang, Hao Jin, Lei Wang

Institutions: Tongji University, Shanghai University of Finance and Economics

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: W4200514192

FWCI: 0.825

Cites: 42

Cited by: 8

Related to: 10