Particle Swarm Optimization with Non-Smooth Penalty Reformulation for a Complex Portfolio Selection Problem
Year of publication: |
2012
|
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Authors: | Corazza, Marco |
Other Persons: | Fasano, Giovanni (contributor) ; Gusso, Riccardo (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection |
Extent: | 1 Online-Ressource (22 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 1, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1904873 [DOI] |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C63 - Computational Techniques ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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