Variable neighborhood search heuristic for nonconvex portfolio optimization
Andrijana Bačević, Nemanja Vilimonović, Igor Dabić, Jakov Petrović, Darko Damnjanović, and Dušan Džamić
| Year of publication: |
2019
|
|---|---|
| Authors: | Bačević, Andrijana ; Vilimonović, Nemanja ; Dabić, Igor ; Petrović, Jakov ; Damnjanović, Darko ; Džamić, Dušan |
| Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Heuristik | Heuristics | Mathematische Optimierung | Mathematical programming | Scheduling-Verfahren | Scheduling problem |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/0013791X.2019.1619888 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012195808