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scientific article
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scientific article

    Statements

    author
    Manfred Gilli
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    Enrico Schumann
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    Dietmar G. Maringer
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    publication date
    2 August 2011
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    zbMATH Keywords
    finance
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    portfolio
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    assets
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    econometrics
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    numerical methods
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    simulation
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    optimization
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    heuristics
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    algorithms
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    describes a project that uses
    R
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    Matlab
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    Identifiers

    Mathematics Subject Classification ID
    91-01
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    91G60
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    90C90
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    91-04
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    zbMATH DE Number
    5935369
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