A simheuristic algorithm for the portfolio optimization problem with random returns and noisy covariances (Q2669799)
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scientific article; zbMATH DE number 7486442
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| English | A simheuristic algorithm for the portfolio optimization problem with random returns and noisy covariances |
scientific article; zbMATH DE number 7486442 |
Statements
A simheuristic algorithm for the portfolio optimization problem with random returns and noisy covariances (English)
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9 March 2022
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constrained portfolio optimization
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metaheuristics
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simulation
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financial assets
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variable neighborhood search
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biased randomization
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0.7312692999839783
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0.7299174070358276
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0.721140444278717
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