Robust portfolio optimization with a hybrid heuristic algorithm
Björn Fastrich; Peter Winker
| Year of publication: |
2012
|
|---|---|
| Authors: | Fastrich, Björn ; Winker, Peter |
| Published in: |
Computational Management Science : CMS. - Berlin : Springer, ISSN 1619-697X, ZDB-ID 2136735-8. - Vol. 9.2012, 1, p. 63-88
|
| Subject: | Portfolio-Management | Portfolio selection | Heuristik | Heuristics | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Algorithmus | Algorithm | Robustes Verfahren | Robust statistics |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009426597