Multi-objective portfolio optimization considering the dependence structure of asset returns (Q319400): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 91G10 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 90C29 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 90C59 / rank | |||
Normal rank | |||
Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6633527 / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
metaheuristics | |||
Property / zbMATH Keywords: metaheuristics / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
portfolio optimization | |||
Property / zbMATH Keywords: portfolio optimization / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
stable distribution | |||
Property / zbMATH Keywords: stable distribution / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
copula function | |||
Property / zbMATH Keywords: copula function / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
multi-objective particle swarm optimization | |||
Property / zbMATH Keywords: multi-objective particle swarm optimization / rank | |||
Normal rank |
Revision as of 01:39, 28 June 2023
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Multi-objective portfolio optimization considering the dependence structure of asset returns |
scientific article |
Statements
Multi-objective portfolio optimization considering the dependence structure of asset returns (English)
0 references
6 October 2016
0 references
metaheuristics
0 references
portfolio optimization
0 references
stable distribution
0 references
copula function
0 references
multi-objective particle swarm optimization
0 references