Threshold accepting approach to improve bound-based approximations for portfolio optimization
Daniel Kuhn, Panos Parpas, and Berç Rustem
| Year of publication: |
2008
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|---|---|
| Authors: | Kuhn, Daniel ; Parpas, Panos ; Rustem, Berç |
| Published in: |
Computational methods in financial engineering : essays in honour of Manfred Gilli. - Berlin : Springer, ISBN 3-540-77957-4. - 2008, p. 3-26
|
| Subject: | Portfolio-Management | Portfolio selection | Nichtlineare Optimierung | Nonlinear programming | Stochastischer Prozess | Stochastic process | Ganzzahlige Optimierung | Integer programming | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003669410