Matches in SemOpenAlex for { <https://semopenalex.org/work/W3121502146> ?p ?o ?g. }
Showing items 1 to 93 of
93
with 100 items per page.
- W3121502146 abstract "Portfolio managers are typically constrained by turnover limits, minimum and maximum stock positions, cardinality, a target market capitalization and sometimes the need to hew to a style (such as growth or value). In addition, portfolio managers often use multifactor stock models to choose stocks based upon their respective fundamental data. We use multi-objective evolutionary algorithms (MOEAs) to satisfy the above real-world constraints. The portfolios generated consistently outperform typical performance benchmarks and have statistically significant asset selection." @default.
- W3121502146 created "2021-02-01" @default.
- W3121502146 creator A5004774385 @default.
- W3121502146 creator A5032230565 @default.
- W3121502146 date "2012-02-29" @default.
- W3121502146 modified "2023-09-23" @default.
- W3121502146 title "Using MOEAs to Outperform Stock Benchmarks in the Presence of Typical Investment Constraints" @default.
- W3121502146 cites W1553373771 @default.
- W3121502146 cites W1595498733 @default.
- W3121502146 cites W1604126787 @default.
- W3121502146 cites W1978984733 @default.
- W3121502146 cites W2504190647 @default.
- W3121502146 cites W2951368126 @default.
- W3121502146 cites W601739640 @default.
- W3121502146 cites W639967202 @default.
- W3121502146 doi "https://doi.org/10.3905/joi.2012.21.1.060" @default.
- W3121502146 hasPublicationYear "2012" @default.
- W3121502146 type Work @default.
- W3121502146 sameAs 3121502146 @default.
- W3121502146 citedByCount "1" @default.
- W3121502146 countsByYear W31215021462012 @default.
- W3121502146 crossrefType "journal-article" @default.
- W3121502146 hasAuthorship W3121502146A5004774385 @default.
- W3121502146 hasAuthorship W3121502146A5032230565 @default.
- W3121502146 hasBestOaLocation W31215021462 @default.
- W3121502146 hasConcept C106159729 @default.
- W3121502146 hasConcept C124101348 @default.
- W3121502146 hasConcept C126255220 @default.
- W3121502146 hasConcept C127413603 @default.
- W3121502146 hasConcept C138885662 @default.
- W3121502146 hasConcept C149782125 @default.
- W3121502146 hasConcept C151730666 @default.
- W3121502146 hasConcept C162324750 @default.
- W3121502146 hasConcept C193445137 @default.
- W3121502146 hasConcept C204036174 @default.
- W3121502146 hasConcept C2779137862 @default.
- W3121502146 hasConcept C2780299701 @default.
- W3121502146 hasConcept C2780762169 @default.
- W3121502146 hasConcept C2780821815 @default.
- W3121502146 hasConcept C33923547 @default.
- W3121502146 hasConcept C41008148 @default.
- W3121502146 hasConcept C41895202 @default.
- W3121502146 hasConcept C78519656 @default.
- W3121502146 hasConcept C86803240 @default.
- W3121502146 hasConcept C87117476 @default.
- W3121502146 hasConceptScore W3121502146C106159729 @default.
- W3121502146 hasConceptScore W3121502146C124101348 @default.
- W3121502146 hasConceptScore W3121502146C126255220 @default.
- W3121502146 hasConceptScore W3121502146C127413603 @default.
- W3121502146 hasConceptScore W3121502146C138885662 @default.
- W3121502146 hasConceptScore W3121502146C149782125 @default.
- W3121502146 hasConceptScore W3121502146C151730666 @default.
- W3121502146 hasConceptScore W3121502146C162324750 @default.
- W3121502146 hasConceptScore W3121502146C193445137 @default.
- W3121502146 hasConceptScore W3121502146C204036174 @default.
- W3121502146 hasConceptScore W3121502146C2779137862 @default.
- W3121502146 hasConceptScore W3121502146C2780299701 @default.
- W3121502146 hasConceptScore W3121502146C2780762169 @default.
- W3121502146 hasConceptScore W3121502146C2780821815 @default.
- W3121502146 hasConceptScore W3121502146C33923547 @default.
- W3121502146 hasConceptScore W3121502146C41008148 @default.
- W3121502146 hasConceptScore W3121502146C41895202 @default.
- W3121502146 hasConceptScore W3121502146C78519656 @default.
- W3121502146 hasConceptScore W3121502146C86803240 @default.
- W3121502146 hasConceptScore W3121502146C87117476 @default.
- W3121502146 hasLocation W31215021461 @default.
- W3121502146 hasLocation W31215021462 @default.
- W3121502146 hasOpenAccess W3121502146 @default.
- W3121502146 hasPrimaryLocation W31215021461 @default.
- W3121502146 hasRelatedWork W1586832004 @default.
- W3121502146 hasRelatedWork W1658573771 @default.
- W3121502146 hasRelatedWork W1769311065 @default.
- W3121502146 hasRelatedWork W1970529952 @default.
- W3121502146 hasRelatedWork W2006386945 @default.
- W3121502146 hasRelatedWork W2008782317 @default.
- W3121502146 hasRelatedWork W2025464140 @default.
- W3121502146 hasRelatedWork W2041610982 @default.
- W3121502146 hasRelatedWork W2068524947 @default.
- W3121502146 hasRelatedWork W2113357492 @default.
- W3121502146 hasRelatedWork W2340830600 @default.
- W3121502146 hasRelatedWork W2602586931 @default.
- W3121502146 hasRelatedWork W2801940769 @default.
- W3121502146 hasRelatedWork W2896931816 @default.
- W3121502146 hasRelatedWork W2942269525 @default.
- W3121502146 hasRelatedWork W30773325 @default.
- W3121502146 hasRelatedWork W3136135903 @default.
- W3121502146 hasRelatedWork W756522799 @default.
- W3121502146 hasRelatedWork W2186628033 @default.
- W3121502146 hasRelatedWork W3081892093 @default.
- W3121502146 isParatext "false" @default.
- W3121502146 isRetracted "false" @default.
- W3121502146 magId "3121502146" @default.
- W3121502146 workType "article" @default.