Portfolio performance measurement using differential evolution
Year of publication: |
June 2016
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Authors: | Pekár, Juraj ; Čičková, Zuzana ; Brezina, Ivan |
Published in: |
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies. - Berlin : Springer, ISSN 1435-246X, ZDB-ID 1178875-6. - Vol. 24.2016, 2, p. 421-433
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Subject: | Sortino ratio | Omega function | Differential evolution | Performance-Messung | Performance measurement | Portfolio-Management | Portfolio selection |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal ; Konferenzbeitrag ; Conference paper |
Language: | English |
Other identifiers: | 10.1007/s10100-015-0393-8 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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