A numerical evaluation of meta-heuristic techniques in portfolio optimisation (Q839988)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A numerical evaluation of meta-heuristic techniques in portfolio optimisation
scientific article

    Statements

    A numerical evaluation of meta-heuristic techniques in portfolio optimisation (English)
    0 references
    0 references
    4 September 2009
    0 references
    0 references
    0 references
    0 references
    0 references
    portfolio management
    0 references
    heuristics
    0 references
    efficient frontier
    0 references
    power and quadratic utility
    0 references
    0 references