GAN-MP hybrid heuristic algorithm for non-convex portfolio optimization problem
Yerin Kim, Daemook Kang, Mingoo Jeon, and Chungmok Lee
| Year of publication: |
2019
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|---|---|
| Authors: | Kim, Yerin ; Kang, Daemook ; Jeon, Mingoo ; Lee, Chungmok |
| Published in: |
The engineering economist : a journal devoted to the problems of capital investment. - Philadelphia, Pa. : Taylor & Francis, ISSN 1547-2701, ZDB-ID 2066279-8. - Vol. 64.2019, 3, p. 196-226
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| Subject: | Portfolio-Management | Portfolio selection | Heuristik | Heuristics | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Algorithmus | Algorithm |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/0013791X.2019.1620391 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012195804