A numerical evaluation of meta-heuristic techniques in portfolio optimisation (Q839988)
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scientific article; zbMATH DE number 5601785
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| English | A numerical evaluation of meta-heuristic techniques in portfolio optimisation |
scientific article; zbMATH DE number 5601785 |
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A numerical evaluation of meta-heuristic techniques in portfolio optimisation (English)
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4 September 2009
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portfolio management
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heuristics
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efficient frontier
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power and quadratic utility
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0.8281961679458618
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0.8025211095809937
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0.7574606537818909
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0.7564208507537842
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0.7555208802223206
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