Portfolio optimization with "threshold accepting" : a practical guide
Year of publication: |
2010
|
---|---|
Authors: | Gilli, Manfred ; Schumann, Enrico |
Published in: |
Optimizing optimization : the next generation of optimization applications and theory. - Amsterdam [u.a.] : Academic, ISBN 0-12-374952-2. - 2010, p. 201-223
|
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Mathematische Optimierung | Mathematical programming |
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