A numerical evaluation of meta-heuristic techniques in portfolio optimisation (Q839988): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s12351-008-0028-0
+Normal rank
@@ Property / OpenAlex ID @@
+W2136385772
@@ Property / OpenAlex ID: W2136385772 / rank @@
+Normal rank
@@ Property / cites work @@
+Exposition of a New Theory on the Measurement of Risk
+Normal rank
@@ Property / cites work @@
+Finding a maximum skewness portfolio -- a general solution to three-moments portfolio choice
+Normal rank
@@ Property / cites work @@
+The Efficiency Analysis of Choices Involving Risk
@@ Property / cites work: The Efficiency Analysis of Choices Involving Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Tackling real-coded genetic algorithms: operators and tools for behavioural analysis
+Normal rank
@@ Property / cites work @@
+Comparison of Alternative Utility Functions in Portfolio Selection Problems
+Normal rank
@@ Property / cites work @@
+A preference foundation for log mean-variance criteria in portfolio choice problems
+Normal rank
@@ Property / cites work @@
+Global optimization of higher order moments in portfolio selection
+Normal rank
@@ Property / cites work @@
+Optimum consumption and portfolio rules in a continuous-time model
+Normal rank
@@ Property / cites work @@
+Epi-convergent discretizations of stochastic programs via integration quadratures
+Normal rank
@@ Property / cites work @@
+Risk Aversion in the Small and in the Large
@@ Property / cites work: Risk Aversion in the Small and in the Large / rank @@
+Normal rank
@@ Property / cites work @@
+The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments
+Normal rank
@@ Property / cites work @@
+Differential evolution -- a simple and efficient heuristic for global optimization over continuous spaces
+Normal rank
@@ Property / cites work @@
+Estimation of Relationships for Limited Dependent Variables
+Normal rank
@@ Property / cites work @@
+Multicriteria optimization using a genetic algorithm for determining a Pareto set
+Normal rank