Narrow search
Showing 1 - 10 of 930
Cover Image
Do investors optimize, follow heuristics, or listen to experts?
Gehrig, Thomas; Güth, Werner; Levínský, René; … - 2008
. -- Portfolio selection ; evolution of expertise ; advice ; heuristics ; evolutionary finance ; experiments …
Persistent link: https://www.econbiz.de/10003796833
Cover Image
Heuristic approaches to realistic portfolio optimisation
Busetti, F. - In: Computational finance and its applications II : [Second …, (pp. 361-370). 2006
Persistent link: https://www.econbiz.de/10003410214
Cover Image
Komplexität und hybride quantitativ-evolutionäre Ansätze im Kreditportfoliorisikomanagement
Schlottmann, Frank - 2003
Persistent link: https://www.econbiz.de/10001913918
Cover Image
Credit portfolio optimization : a multi-objective genetic algorithm approach
Wang, Zhi; Zhang, Xuan; Zhang, Zhekai; Sheng, Dachen - In: Borsa Istanbul Review 22 (2022) 1, pp. 69-76
The algorithm for optimization of a credit portfolio has not been fully demonstrated. This paper fills the gap in the literature by presenting a general approach for optimizing a credit portfolio by minimizing the default risk of the entire portfolio. Default risk is measured with quadratic...
Persistent link: https://www.econbiz.de/10012817974
Cover Image
Multi-period mean-variance portfolio selection with practical constraints using heuristic genetic algorithms
Chen, Yao-Tsung; Yang, Hao-Qun - In: International journal of computational economics and … 10 (2020) 3, pp. 209-221
Persistent link: https://www.econbiz.de/10012271054
Cover Image
An investigation of portfolio optimization using modified NSGA-II algorithm
Mahapatra, Biplab; Mohapatra, Sanjay; Samanta, Biswajit; … - In: South Asian journal of management : SAJM 26 (2019) 4, pp. 133-150
Persistent link: https://www.econbiz.de/10012256011
Cover Image
Index tracking with controlled number of assets using a hybrid heuristic combining genetic algorithm and non-linear programming
Sant'Anna, Leonardo Riegel; Filomena, Tiago Pascoal; … - 2017
Persistent link: https://www.econbiz.de/10011778629
Cover Image
The portfolio heuristic optimisation system (PHOS)
Loukeris, N.; Eleftheriadis, I.; Livanis, E. - In: Computational economics 48 (2016) 4, pp. 627-648
Persistent link: https://www.econbiz.de/10011713087
Cover Image
Portfolio diversification based on stochastic dominance under incomplete probability information
Liesiö, Juuso; Xu, Peng; Kuosmanen, Timo - In: European journal of operational research : EJOR 286 (2020) 2, pp. 755-768
Persistent link: https://www.econbiz.de/10012291566
Cover Image
Portfolio optimization under partial uncertainty and incomplete information : a probability multimeasure-based approach
La Torre, Davide; Mendivil, Franklin - In: Managerial multiple objective optimization, (pp. 267-279). 2018
Persistent link: https://www.econbiz.de/10011897021