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

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