Portfolio performance measurement using differential evolution (Q314615): Difference between revisions
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| Property / Mathematics Subject Classification ID: 91G10 / rank | |||
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| Property / zbMATH DE Number: 6628122 / rank | |||
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Sortino ratio | |||
| Property / zbMATH Keywords: Sortino ratio / rank | |||
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omega function | |||
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differential evolution | |||
| Property / zbMATH Keywords: differential evolution / rank | |||
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Revision as of 00:42, 28 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio performance measurement using differential evolution |
scientific article |
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Portfolio performance measurement using differential evolution (English)
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16 September 2016
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Sortino ratio
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omega function
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differential evolution
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