Constrained mean-risk portfolio optimisation : an application of multiobjective simulated annealing
Georgios Mamanis and Konstantinos P. Anagnostopoulos
| Year of publication: |
2011
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|---|---|
| Authors: | Mamanis, Georgios ; Anagnostopoulos, Konstantinos P. |
| Published in: |
International journal of financial markets and derivatives. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-7149, ZDB-ID 25501525. - Vol. 2.2011, 1/2, p. 50-67
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009956339