A numerical evaluation of meta-heuristic techniques in portfolio optimisation
Year of publication: |
2009
|
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Authors: | Loukeris, N. ; Donelly, D. ; Khuman, A. ; Peng, Y. |
Published in: |
Operational research : an international journal ; the scientific journal of the Hellenic Operational Research Society. - Berlin : Springer, ISSN 1109-2858, ZDB-ID 2431681-7. - Vol. 9.2009, 1, p. 81-103
|
Subject: | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Heuristik | Heuristics | Theorie | Theory |
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