A simheuristic algorithm for the portfolio optimization problem with random returns and noisy covariances


Kizys R., Doering J., Juan A. A., Polat O., Calvet L., Panadero J.

COMPUTERS & OPERATIONS RESEARCH, vol.139, pp.1-13, 2022 (SCI-Expanded, Scopus)

  • Publication Type: Article / Article
  • Volume: 139
  • Publication Date: 2022
  • Doi Number: 10.1016/j.cor.2021.105631
  • Journal Name: COMPUTERS & OPERATIONS RESEARCH
  • Journal Indexes: Applied Science & Technology Source, Scopus, Aerospace Database, Science Citation Index Expanded (SCI-EXPANDED), PASCAL, ABI/INFORM, Business Source Elite, Business Source Premier, Communication Abstracts, Computer & Applied Sciences, INSPEC, Metadex, zbMATH, Civil Engineering Abstracts
  • Page Numbers: pp.1-13
  • Hacettepe University Affiliated: No