Portfolio optimization und different risk constraints with modified memetic algorithms
Dietmar G. Maringer; Peter Winkler
| Year of publication: |
2003
|
|---|---|
| Authors: | Maringer, Dietmar G. ; Winkler, Peter |
| Publisher: |
Erfurt : Univ., Staatswiss. Fak. |
| Subject: | Evolutionäre Algorithmen | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Heuristik | Heuristics | Theorie | Theory | Risikomaß | Risk measure |
| Extent: | 21 Bl graph. Darst |
|---|---|
| Series: | Discussion paper / Universität Erfurt, Staatswissenschaftliche Fakultät. - Erfurt, ISSN 1610-9198, ZDB-ID 2105425-3. - Vol. No. 2003,005E |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://www.innovationsoekonomie.de/discussion-paper/economics/2003-005E.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001757557