Kernel search: a new heuristic framework for portfolio selection
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Publication:434181
DOI10.1007/s10589-010-9326-6zbMath1246.91119OpenAlexW2092997351MaRDI QIDQ434181
Publication date: 10 July 2012
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-010-9326-6
Numerical methods (including Monte Carlo methods) (91G60) Mixed integer programming (90C11) Portfolio theory (91G10)
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Uses Software
Cites Work
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