Portfolio performance measurement using differential evolution (Q314615): Difference between revisions

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+CVaR minimization by the SRA algorithm
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+Q3105952
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+CONOPT: A GRG code for large sparse dynamic nonlinear optimization problems
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+CONOPT—A Large-Scale GRG Code
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+Probability maximization models for portfolio selection under ambiguity
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+New optimization techniques in engineering.
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+Differential evolution: A handbook for global permutation-based combinatorial optimization. With CD-ROM
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+Differential evolution -- a simple and efficient heuristic for global optimization over continuous spaces
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+Revisions of modern portfolio theory optimization model
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+.1007/S10100-015-0393-8
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