Simulated annealing for complex portfolio selection problems

Article Abstract:

The application of a simulated annealing approach to the solution of a complex portfolio selection model is described. This model is a quadratic programming problem which arises when Markowitz' classical mean-variance model is enriched with the additional realistic constraints.

Quadratic programming

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Pareto ant colony optimization with ILP preprocessing in multiobjective project portfolio selection

Article Abstract:

Solution for identifying optimal project portfolio is derived, through Pareto ant colony optimization using integer linear programming.

United States, Linear programming

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Optimal portfolio selection and dynamic benchmark tracking

Article Abstract:

An analysis of the methods of portfolio selections when the portfolio performances are ranked against a given benchmark is presented.

Norway, Benchmarks, Benchmarking, Benchmark

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