Global optimization of higher order moments in portfolio selection
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Publication:1029685
DOI10.1007/s10898-007-9224-3zbMath1169.90454OpenAlexW2043898306MaRDI QIDQ1029685
Panos Parpas, Dietmar G. Maringer
Publication date: 13 July 2009
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10898-007-9224-3
Nonlinear programming (90C30) Approximation methods and heuristics in mathematical programming (90C59) Portfolio theory (91G10)
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