A simheuristic algorithm for the portfolio optimization problem with random returns and noisy covariances (Q2669799): Difference between revisions
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Revision as of 16:49, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simheuristic algorithm for the portfolio optimization problem with random returns and noisy covariances |
scientific article |
Statements
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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