Distributed optimisation of a portfolio's omega (Q991131)
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scientific article; zbMATH DE number 5777737
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Distributed optimisation of a portfolio's omega |
scientific article; zbMATH DE number 5777737 |
Statements
Distributed optimisation of a portfolio's omega (English)
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2 September 2010
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optimisation heuristics
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threshold accepting
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portfolio optimisation
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distributed computing
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0.7782837748527527
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0.7690548896789551
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0.764106035232544
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0.7624401450157166
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