Portfolio optimization and index tracking for the shipping stock and freight markets using evolutionary algorithms
Year of publication: |
2013
|
---|---|
Authors: | Andriosopoulos, Kostas ; Doumpos, Michael ; Papapostolou, Nikos C. ; Pouliasis, Panos K. |
Published in: |
Transportation Research Part E: Logistics and Transportation Review. - Elsevier, ISSN 1366-5545. - Vol. 52.2013, C, p. 16-34
|
Publisher: |
Elsevier |
Subject: | Index tracking | Investment strategies | Shipping | Evolutionary algorithms | Optimization | Stationary bootstrap |
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