A Data-Driven Optimization Heuristic for Downside Risk Minimization
Authors: | Gilli, Manfred ; Këllezi, Evis ; Hysi, Hilda |
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Subject: | Portfolio optimization | Heuristic optimization | Threshold accepting | Downside risk |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | Number 06-02 |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C63 - Computational Techniques ; G11 - Portfolio Choice ; G32 - Financing Policy; Capital and Ownership Structure |
Source: |
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Threshold Accepting for Index Tracking
Gilli, Manfred, (2001)
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An Empirical Analysis of Alternative Portfolio Selection Criteria
GILLI, Manfred, (2009)
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A Data-Driven Optimization Heuristic for Downside Risk Minimization
Gilli, M., (2006)
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A Data-Driven Optimization Heuristic for Downside Risk Minimization
Gilli, Manfred, (2006)
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A data-driven optimization heuristic for downside risk minimization
Gilli, Manfred, (2006)
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A Heuristic Approach to Portfolio Optimization
Gilli, Manfred, (2000)
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