scientific article
From MaRDI portal
Publication:3598874
zbMath1153.90587MaRDI QIDQ3598874
Publication date: 3 February 2009
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items (6)
A simheuristic algorithm for the portfolio optimization problem with random returns and noisy covariances ⋮ Adaptive evolutionary algorithms for portfolio selection problems ⋮ Kernel search: an application to the index tracking problem ⋮ A differential evolution algorithm for yield curve estimation ⋮ Twenty years of linear programming based portfolio optimization ⋮ Portfolio optimization under Solvency II: a multi-objective approach incorporating market views and real-world constraints
Uses Software
This page was built for publication:
