Distributed optimisation of a portfolio's omega (Q991131)

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Distributed optimisation of a portfolio's omega
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    title
    Distributed optimisation of a portfolio's omega (English)
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    author
    Manfred Gilli
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    Enrico Schumann
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    publication date
    2 September 2010
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    Mathematics Subject Classification ID
    91G60
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    68M14
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    90C59
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    91G10
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    zbMATH DE Number
    5777737
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    zbMATH Keywords
    optimisation heuristics
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    threshold accepting
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    portfolio optimisation
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    distributed computing
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    OpenAlex ID
    W3124096137
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