Stock portfolio selection with full-scale optimization and differential evolution
Year of publication: |
2009
|
---|---|
Authors: | Hagströmer, Björn ; Binner, Jane M. |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 19.2009, 19/21, p. 1559-1571
|
Subject: | Portfolio-Management | Portfolio selection | Nutzenfunktion | Utility function | Mathematische Optimierung | Mathematical programming | Aktie | Share |
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