Journal article

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

Hamed Soleimani, Hamid Reza Golmakani, Mohammad Hossein Salimi

Expert Systems with Applications | PERGAMON-ELSEVIER SCIENCE LTD | Published : 2009

DOI: 10.1016/j.eswa.2008.06.007

University of Melbourne Researchers

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Keywords

Computer Science, Artificial Intelligence
Portfolio Selection
Minimum Transaction Lots
Optimization Model
Computer Science
Stock-Market
Genetic Algorithm
Cardinality Constraints
Science & Technology
Sector Capitalization
Technology
Engineering
Operations Research & Management Science
Market Capitalization
Engineering, Electrical & Electronic
Costs