Robust portfolio optimization with a hybrid heuristic algorithm (Q373173): Difference between revisions
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hybrid heuristic | |||
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algorithm | |||
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robust optimization | |||
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uncertainty sets | |||
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Revision as of 09:57, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust portfolio optimization with a hybrid heuristic algorithm |
scientific article |
Statements
Robust portfolio optimization with a hybrid heuristic algorithm (English)
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21 October 2013
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hybrid heuristic
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algorithm
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robust optimization
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uncertainty sets
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