Robust portfolio optimization with a hybrid heuristic algorithm
| Year of publication: |
2012
|
|---|---|
| Authors: | Fastrich, Björn ; Winker, Peter |
| Published in: |
Computational Management Science. - Springer. - Vol. 9.2012, 1, p. 63-88
|
| Publisher: |
Springer |
| Subject: | Hybrid heuristic | Algorithm | Markowitz | Robust optimization | Uncertainty sets |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010995462