A data-driven optimization heuristic for downside risk minimization
Manfred Gilli; Evis Kellezi; Hilda Hysi
| Year of publication: |
2006
|
|---|---|
| Other Persons: | Gilli, Manfred (contributor) ; Kellezi, Evis (contributor) ; Hysi, Hilda (contributor) |
| Publisher: |
Genève : Swiss Finance Inst. |
| Subject: | Portfolio-Management | Portfolio selection | Risiko | Risk | Heuristik | Heuristics | Dynamische Optimierung | Dynamic programming |
freely available
| Extent: | Online-Ressource, 19 S. = 4,16 MB, Text graph. Darst. |
|---|---|
| Series: | Research paper series / Swiss Finance Institute. - Geneva, ZDB-ID 2392286-2. - Vol. 06-2 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003370505