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Publisher: Taylor and Francis Ltd

Volume 64, Number 3, 3 July 2019

Special Issue on Nonconvex Portfolio Optimization
pp. 193-195(3)
Authors: Bansal, Saurabh; Pachamanova, Dessislava

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GAN-MP hybrid heuristic algorithm for non-convex portfolio optimization problem
pp. 196-226(31)
Authors: Kim, Yerin; Kang, Daemook; Jeon, Mingoo; Lee, Chungmok

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A Three-phase Approach to an Enhanced Index-tracking Problem with Real-life Constraints
pp. 227-253(27)
Authors: Strub, O.; Brandinu, S.; Lerch, D.; Schaller, J.; Trautmann, N.

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Variable neighborhood search heuristic for nonconvex portfolio optimization
pp. 254-274(21)
Authors: Bačević, Andrijana; Vilimonović, Nemanja; Dabić, Igor; Petrović, Jakov; Damnjanović, Darko; Džamić, Dušan

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Using column generation to solve extensions to the Markowitz model
pp. 275-288(14)
Authors: Roebers, Lorenz M.; Selvi, Aras; Vera, Juan C.

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An inexact l 2-norm penalty method for cardinality constrained portfolio optimization
pp. 289-297(9)
Authors: Jiang, Tao; Wang, Shuo; Zhang, Ruochen; Qin, Lang; Wu, Jinglian; Wang, Delin; Ahipasaoglu, Selin D.

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Index fund optimization using a hybrid model: genetic algorithm and mixed-integer nonlinear programming
pp. 298-309(12)
Authors: Díaz, Juan; Cortés, María; Hernández, Juan; Clavijo, Óscar; Ardila, Carlos; Cabrales, Sergio

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An extension to the classical mean–variance portfolio optimization model
pp. 310-321(12)
Authors: Ötken, Çelen N.; Organ, Z. Batuhan; Yıldırım, E. Ceren; Çamlıca, Mustafa; Cantürk, Volkan S.; Duman, Ekrem; Teksan, Z. Melis; Kayış, Enis

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