A similarity measure for the cardinality constrained frontier in the mean–variance optimization model
Francisco Guijarro
| Year of publication: |
2018
|
|---|---|
| Authors: | Guijarro Martinez, Francisco |
| Published in: |
Journal of the Operational Research Society. - London : Taylor and Francis, ISSN 1476-9360, ZDB-ID 2007775-0. - Vol. 69.2018, 6, p. 928-945
|
| Subject: | Finance | portfolio selection | constrained frontier | cardinality | genetic algorithm | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Evolutionärer Algorithmus | Evolutionary algorithm |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41274-017-0276-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012226397