A reactive greedy randomized adaptive search procedure for a mixed integer portfolio optimization problem
Year of publication: |
2010
|
---|---|
Authors: | Anagnostopoulos, K. P. ; Chatzoglou, P. D. ; Katsavounis, S. |
Published in: |
Managerial finance. - Bingley : Emerald Group Publishing Limited, ISSN 0307-4358, ZDB-ID 750561-9. - Vol. 36.2010, 12, p. 1057-1065
|
Subject: | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Heuristik | Heuristics | Ganzzahlige Optimierung | Integer programming | Suchtheorie | Search theory |
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