A simheuristic algorithm for the portfolio optimization problem with random returns and noisy covariances (Q2669799): Difference between revisions

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Latest revision as of 05:45, 28 July 2024

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A simheuristic algorithm for the portfolio optimization problem with random returns and noisy covariances
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    A simheuristic algorithm for the portfolio optimization problem with random returns and noisy covariances (English)
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    9 March 2022
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    constrained portfolio optimization
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    metaheuristics
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    simulation
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    financial assets
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    variable neighborhood search
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    biased randomization
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