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A B S T R A C T Computational finance is an emerging application field of metaheuristic algorithms. In particular, these optimisation methods are becoming the solving approach alternative when dealing with realistic versions of several decision-making problems in finance, such as rich portfolio optimisation and risk management. This paper reviews the scientific literature on the use of metaheuristics for solving NP-hard versions of these optimisation problems and illustrates their capacity todoi:10.1016/j.orp.2019.100121 fatcat:ncxpgmkqczdgfl34albgx7z32m