Solving Realistic Portfolio Optimization Problems via Metaheuristics: A Survey and an Example

Jana Doering, Angel A. Juan, Renatas Kizys, Angels Fito, Laura Calvet. Solving Realistic Portfolio Optimization Problems via Metaheuristics: A Survey and an Example. In Raúl León, María Jesús Muñoz-Torres, Jose M. Moneva, editors, Modeling and Simulation in Engineering, Economics and Management - International Conference, MS 2016, Teruel, Spain, July 4-5, 2016, Proceedings. Volume 254 of Lecture Notes in Business Information Processing, pages 22-30, Springer, 2016. [doi]

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