Differential Evolution (DEoptim) for Non-Convex Portfolio Optimization
Year of publication: |
2010-04-15
|
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Authors: | Ardia, David ; Boudt, Kris ; Carl, Peter ; Mullen, Katharine M. ; Peterson, Brian |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Differential optimization | non-convex portfolio optimization | DEoptim | R software |
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