Multi-objective portfolio optimization considering the dependence structure of asset returns (Q319400): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Importer (talk | contribs)
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
    0 references
    0 references
    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

    Identifiers