A Matrix-Based Evolutionary Algorithm for Cardinality-Constrained Portfolio Optimisation

Research output: Other contribution › peer-review

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Original language	English
Publication status	Published - 24 Jan 2020

Keywords

@misc{f0d25116d1ee4185ad1d3bc87b2d746c,

title = "A Matrix-Based Evolutionary Algorithm for Cardinality-Constrained Portfolio Optimisation",

keywords = "Finance, Cardinality Constraint, Evolutionary Algorithm, Stochastic, Portfolio Optimisation",

author = "M Craven and D Graham",

year = "2020",

month = jan,

day = "24",

language = "English",

type = "Other",

}