Heuristics for cardinality constrained portfolio optimisation T.-J. Chang1 N. Meade1 J.E. Beasley1 Y.M. Sharaiha2

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Date: 2012-06-26 15:05:28 Mathematical finance Investment Efficient frontier Mathematical optimization Quadratic programming Normal distribution Mutual fund separation theorem Modern portfolio theory Financial economics Economics Finance		Heuristics for cardinality constrained portfolio optimisation T.-J. Chang1 N. Meade1 J.E. Beasley1 Y.M. Sharaiha2 Add to Reading List Source URL: aiinfinance.com Download Document from Source Website File Size: 106,00 KB Share Document on Facebook

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