Portfolio optimization and index tracking for the shipping stock and freight markets using evolutionary algorithms
Kostas Andriosopoulos; Michael Doumpos; Nikos C. Papapostolou; Panos K. Pouliasis
| 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
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| Subject: | Index tracking | Investment strategies | Shipping | Evolutionary algorithms | Optimization | Stationary bootstrap | Portfolio-Management | Portfolio selection | Evolutionärer Algorithmus | Evolutionary algorithm | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Aktienindex | Stock index | Schifffahrt |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009735738