Optimising portfolio diversification and dimensionality
type: Item
instance of: scholarly article
title: Optimising portfolio diversification and dimensionality
author: M. Barkhagen
author: Sergio García
author: Jacek Gondzio
author: Jörg Kalcsics
author: J. Kroeske
author: Sotirios Sabanis
author: Andrew P. Staal
published in: Journal of Global Optimization
publication date: 2023-01-19T00:00:00Z
full work available at URL: https://arxiv.org/abs/1906.00920
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 90C26
zbMATH DE Number: 7643844
zbMATH Keywords: portfolio diversification
zbMATH Keywords: global optimization
zbMATH Keywords: branch and bound
zbMATH Keywords: gradient Langevin dynamics
MaRDI profile type: MaRDI publication profile
OpenAlex ID: W2973808222
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DOI: 10.1007/S10898-022-01202-7
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description: scientific article; zbMATH DE number 7643844