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Journal of the Operational Research Society Volume 75, 2024 - Issue 5
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Research Articles

Enhancing an existing algorithm for small-cardinality constrained portfolio optimisation

Nathan Phelpsa University of Western Ontario, London, ON, CanadaCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0002-3173-3368View further author information
ORCID Icon &
Adam Metzlerb Wilfrid Laurier University, Waterloo, ON, CanadaORCID Iconhttps://orcid.org/0000-0003-0340-6789View further author information
ORCID Icon
Pages 967-981 | Received 29 Jun 2022, Accepted 24 May 2023, Published online: 22 Jun 2023

References

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