Simulated Annealing-Tabu Search Integration for Downside-Risk Portfolio Optimization with Cardinality Constraints

SSRN Electronic Journal 2026 Preprint Open access

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Authors: S. M. S. Carvalho, Magda da Silva Peixoto, Carlos Moraes Freitas
DOI: 10.2139/ssrn.6067467
Cited by: 0
References: 10

Fields of Study & Subjects

Risk and Portfolio Optimization Metaheuristic Optimization Algorithms Research Advanced Optimization Algorithms Research

Publication details

Journal / source
SSRN Electronic Journal
Publication date
1 January 2026
Document type
Preprint