Portfolio performance measurement using differential evolution (Q314615)
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scientific article; zbMATH DE number 6628122
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Portfolio performance measurement using differential evolution |
scientific article; zbMATH DE number 6628122 |
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Portfolio performance measurement using differential evolution (English)
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16 September 2016
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Sortino ratio
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omega function
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differential evolution
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0.7231794595718384
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0.718392014503479
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0.7159102559089661
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0.7100478410720825
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