Portfolio optimization and index tracking for the shipping stock and freight markets using evolutionary algorithms
Year of publication: |
2013
|
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Authors: | Andriosopoulos, Kostas ; Doumpos, Michael ; Papapostolou, Nikos C. ; Pouliasis, Panos K. |
Published in: |
Transportation research / E : an international journal. - Amsterdam : Elsevier, ISSN 1366-5545, ZDB-ID 1380969-6. - Vol. 52.2013, p. 16-34
|
Subject: | Index tracking | Investment strategies | Shipping | Evolutionary algorithms | Optimization | Stationary bootstrap | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection | Frachtschifffahrt | Cargo shipping | Aktienindex | Stock index |
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