Heuristics for Portfolio Selection
Year of publication: |
2015
|
---|---|
Authors: | Gilli, Manfred |
Other Persons: | Schumann, Enrico (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Mathematische Optimierung | Mathematical programming | Risikomodell | Risk model | Heuristik | Heuristics | Portfolio-Management | Portfolio selection | Hedgefonds | Hedge fund | Entwicklungstheorie | Development theory |
Extent: | 1 Online-Ressource (16 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 25, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2551745 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Heuristics for portfolio selection
Gilli, Manfred, (2017)
-
Replicating Hedge Fund Indices with Optimization Heuristics
Gilli, Manfred, (2010)
-
Intelligent hedge fund investing
Schachter, Barry, (2004)
- More ...
-
Portfolio optimization with "threshold accepting" : a practical guide
Gilli, Manfred, (2010)
-
Replicating hedge fund indices with optimization heuristics
Gilli, Manfred, (2010)
-
Distributed optimisation of a portfolio's omega
Gilli, Manfred, (2008)
- More ...