Portfolio performance measurement using differential evolution (Q314615)

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Portfolio performance measurement using differential evolution
scientific article

    Statements

    title
    Portfolio performance measurement using differential evolution (English)
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    author
    Juraj Pekár
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    Zuzana Čičková
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    Ivan Brezina
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    publication date
    16 September 2016
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    zbMATH Keywords
    Sortino ratio
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    omega function
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    differential evolution
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    describes a project that uses
    CONOPT
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    DEoptim
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    Identifiers

    zbMATH DE Number
    6628122
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