Market volatility-robust financial instruments’s portfolio allocation with sampling methods and genetic algorithms
Mateusz Dzicher
| Year of publication: |
2022
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|---|---|
| Authors: | Dzicher, Mateusz |
| Published in: |
Journal of financial studies & research : JFSR. - Norristown, Pa. : IBIMA Publ., ISSN 2166-000X, ZDB-ID 2629653-6. - Vol. 2022.2022, Art.-No. 594636, p. 1-12
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| Subject: | portfolio allocation | optimization techniques | sampling methods | genetic algorithms | Evolutionärer Algorithmus | Evolutionary algorithm | Portfolio-Management | Portfolio selection | Stichprobenerhebung | Sampling | Mathematische Optimierung | Mathematical programming | Theorie | Theory |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.5171/2022.594636 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013388977