Simulated annealing for complex portfolio selection problems. (Q1406489)

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Simulated annealing for complex portfolio selection problems.
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    Statements

    title
    Simulated annealing for complex portfolio selection problems. (English)
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    publication date
    4 September 2003
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    zbMATH Keywords
    Finance
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    Simulated annealing
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    Metaheuristics
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    Portfolio selection
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    Quadratic programming
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    author
    Yves Cramer
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    Michaël Schyns
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    90C59
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    90C20
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    zbMATH DE Number
    1974933
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