R ratio optimization with heterogenous assets using genetic algorithm
Michael Stein; Svetlozar T. Rachev; Stoyan Stoyanov
| Year of publication: |
2009
|
|---|---|
| Authors: | Stein, Michael ; Račev, Svetlozar T. ; Stojanov, Stojan Dimitrov |
| Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 6.2009, 3, p. 117-125
|
| Subject: | Portfolio-Management | Portfolio selection | Risiko | Risk | Immobilienfonds | Real estate fund | Evolutionärer Algorithmus | Evolutionary algorithm |
| 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/10003920518