Distributed optimisation of a portfolio's omega (Q991131): Difference between revisions

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+https://doi.org/10.1016/j.parco.2009.10.001
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+W3124096137
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@@ Property / cites work @@
+On the convergence of ``threshold accepting''
@@ Property / cites work: On the convergence of ``threshold accepting'' / rank @@
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+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
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+Threshold accepting: A general purpose optimization algorithm appearing superior to simulated annealing
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+Bootstrap methods: another look at the jackknife
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+Distributed optimisation of a portfolio's omega
@@ Property / cites work: Distributed optimisation of a portfolio's omega / rank @@
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+Applications of optimization heuristics to estimation and modelling problems
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+Q4782130
@@ Property / cites work: Q4782130 / rank @@
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+Optimizing Omega
@@ Property / cites work: Optimizing Omega / rank @@
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+Portfolio management with heuristic optimization.
@@ Property / cites work: Portfolio management with heuristic optimization. / rank @@
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+Q3157878
@@ Property / cites work: Q3157878 / rank @@
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+Q3162687
@@ Property / cites work: Q3162687 / rank @@
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+Q2784327
@@ Property / cites work: Q2784327 / rank @@
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+Application of Threshold-Accepting to the Evaluation of the Discrepancy of a Set of Points
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