Multiobjective optimization using differential evolution for real-world portfolio optimization
| Year of publication: |
2011
|
|---|---|
| Authors: | Krink, Thiemo ; Paterlini, Sandra |
| Published in: |
Computational Management Science. - Springer. - Vol. 8.2011, 1, p. 157-179
|
| Publisher: |
Springer |
| Subject: | Portfolio optimization | Multiobjective | Real-world constraints | Value-at-Risk | Differential evolution |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008925146