Portfolio management with heuristic optimization.

From MaRDI portal
Revision as of 15:45, 30 January 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:852294


DOI10.1007/b136219zbMath1142.91005MaRDI QIDQ852294

Dietmar G. Maringer

Publication date: 28 November 2006

Published in: Advances in Computational Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/b136219


90C59: Approximation methods and heuristics in mathematical programming

91-02: Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance


Related Items

Cardinality versusq-norm constraints for index tracking, Reliability in portfolio optimization using uncertain estimates, The Markowitz's mean-variance interpretation under the efficient market hypothesis in the context of critical recession periods, Rejoinder on: Multicriteria decision systems for financial problems, Robust portfolio optimization with a hybrid heuristic algorithm, Stochastic portfolio optimization with proportional transaction costs: convex reformulations and computational experiments, Cross-Hill: a heuristic method for global optimization, The convergence of estimators based on heuristics: theory and application to a GARCH model, Distributed optimisation of a portfolio's omega, Global optimization of higher order moments in portfolio selection, A new efficiently encoded multiobjective algorithm for the solution of the cardinality constrained portfolio optimization problem, Multiple crack detection in 3D using a stable XFEM and global optimization, Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods, Heuristic optimisation in financial modelling, Optimal portfolio selection for the small investor considering risk and transaction costs, A simheuristic algorithm for the portfolio optimization problem with random returns and noisy covariances, Convergence of Heuristic-based Estimators of the GARCH Model, Evolutionary Computation for Modelling and Optimization in Finance, The convergence of optimization based GARCH estimators: theory and application, ACTIVE PORTFOLIO MANAGEMENT WITH CARDINALITY CONSTRAINTS: AN APPLICATION OF PARTICLE SWARM OPTIMIZATION