Pages that link to "Item:Q852294"
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The following pages link to Portfolio management with heuristic optimization. (Q852294):
Displayed 11 items.
- Rejoinder on: Multicriteria decision systems for financial problems (Q356511) (← links)
- Robust portfolio optimization with a hybrid heuristic algorithm (Q373173) (← links)
- Stochastic portfolio optimization with proportional transaction costs: convex reformulations and computational experiments (Q439922) (← links)
- The convergence of estimators based on heuristics: theory and application to a GARCH model (Q964667) (← links)
- Distributed optimisation of a portfolio's omega (Q991131) (← links)
- Global optimization of higher order moments in portfolio selection (Q1029685) (← links)
- Heuristic optimisation in financial modelling (Q1931632) (← links)
- Optimal portfolio selection for the small investor considering risk and transaction costs (Q2267384) (← links)
- Convergence of Heuristic-based Estimators of the GARCH Model (Q2829650) (← links)
- ACTIVE PORTFOLIO MANAGEMENT WITH CARDINALITY CONSTRAINTS: AN APPLICATION OF PARTICLE SWARM OPTIMIZATION (Q3646176) (← links)
- Cardinality versus<i>q</i>-norm constraints for index tracking (Q5247282) (← links)