Gilli, Manfred; Këllezi, Evis - Swiss Finance Institute - 2000
techniques can be the only way out. The paper shows how a particular optimization heuristic, called threshold accepting, can be … the only way out. The paper shows how a particular
optimization heuristic, called threshold accepting, can be successfully … Measures, Heuristic Optimization,
Threshold Accepting.
Executive Summary
Mean-variance optimization is certainly the most …