Local Search for Constrained Financial Portfolio Selection Problems with Short Sellings

Luca Di Gaspero, Giacomo Di Tollo, Andrea Roli, Andrea Schaerf
January 2011
Cite DOI
Type
Conference paper
Publication
Learning and Intelligent Optimization. LION 2011. 5th International Conference, LION 5, Rome, Italy, January 17-21, 2011. Selected Papers