Simulated annealing for complex portfolio selection problems. (Q1406489)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Simulated annealing for complex portfolio selection problems. |
scientific article |
Statements
Simulated annealing for complex portfolio selection problems. (English)
0 references
4 September 2003
0 references
Finance
0 references
Simulated annealing
0 references
Metaheuristics
0 references
Portfolio selection
0 references
Quadratic programming
0 references