Kernel search: a new heuristic framework for portfolio selection
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Publication:434181
DOI10.1007/s10589-010-9326-6zbMath1246.91119MaRDI 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
91G60: Numerical methods (including Monte Carlo methods)
90C11: Mixed integer programming
91G10: Portfolio theory
Uses Software