PM-DSS : a meta-heuristic based decision support generator for portfolio optimization with a case study on tracking error minimization in passive portfolio management
Year of publication: |
2002
|
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Authors: | Derigs, Ulrich ; Nickel, Nils-Holger |
Publisher: |
Köln |
Subject: | Portfoliomanagement | Entscheidungsunterstützung | Optimierung |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
Extent: | 51 Bl. : graph. Darst. |
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Series: | Arbeitsberichte / Colo.Net, Universität zu Köln. - Köln. - Vol. 2002,2 |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | Investition, Finanzierung |
Source: |
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Nelißen, Franz, (2001)
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Darst, David M., (2007)
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Quantitative portfolio optimisation, asset allocation and risk management
Rasmussen, Mikkel, (2003)
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A metaheuristic based DSS for portfolio optimization
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