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Publication:3598874
zbMath1153.90587MaRDI QIDQ3598874
Publication date: 3 February 2009
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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
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