Optimisation in Financial Engineering
Year of publication: |
2010
|
---|---|
Authors: | Gilli, Manfred |
Other Persons: | Schumann, Enrico (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Financial Engineering | Financial engineering | Mathematische Optimierung | Mathematical programming | Dynamische Optimierung | Dynamic programming | Simulation | Portfolio-Management | Portfolio selection | Evolutionärer Algorithmus | Evolutionary algorithm |
Extent: | 1 Online-Ressource (10 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Financial Transformation, Vol. 28, pp. 117-122, 2010 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 9, 2010 erstellt |
Classification: | C60 - Mathematical Methods and Programming. General ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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