2 papers
cs.CE2026
Large-Scale Portfolio Optimization Problem Under Cardinality Constraint With Enhanced Multi-Objective Evolutionary Algorithms
Danial Ramezani, Mostafa Abouei Ardakan
Decision-making is posing an increasingly formidable challenge to investors because of the growing number of alternatives available in financial markets. A hot area of research ove…
cs.CE2026
A novel robust mixed integer linear programming model for index tracking problem under no rebalancing: heuristic optimization approach
Danial Ramezani, Mostafa Abouei Ardakan, Mohamadreza Dehghani Ahmadabad
Passive management has increasingly won popularity over the past few years because of its advantages, such as lower management fees and transaction costs. Index tracking endeavors…