Simulated annealing for complex portfolio selection problems.
From MaRDI portal
Publication:1406489
DOI10.1016/S0377-2217(02)00784-1zbMath1046.91057MaRDI QIDQ1406489
Publication date: 4 September 2003
Published in: European Journal of Operational Research (Search for Journal in Brave)
Quadratic programming (90C20) Approximation methods and heuristics in mathematical programming (90C59) Portfolio theory (91G10)
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