Meta-heuristic based decision support for portfolio optimization with a case study on tracking error minimization in passive portfolio management (Q1402429)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Meta-heuristic based decision support for portfolio optimization with a case study on tracking error minimization in passive portfolio management |
scientific article |
Statements
Meta-heuristic based decision support for portfolio optimization with a case study on tracking error minimization in passive portfolio management (English)
0 references
27 August 2003
0 references
Portfolio management
0 references
Index tracking
0 references
Meta-heuristics
0 references
Simulated annealing
0 references
Decision support system
0 references
