Chance-constrained Portfolio Selection with Birandom Returns (Q3634045)
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scientific article; zbMATH DE number 5568719
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Chance-constrained Portfolio Selection with Birandom Returns |
scientific article; zbMATH DE number 5568719 |
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Chance-constrained Portfolio Selection with Birandom Returns (English)
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23 June 2009
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portfolio selection
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birandom variable
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birandom simulation
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genetic algorithm
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0.8849989771842957
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0.836179256439209
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0.8071511387825012
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0.8060250282287598
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0.8043160438537598
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