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Threshold Accepting
20
Theorie
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Threshold accepting
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threshold accepting
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Winker, Peter
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Constructing Long/Short Portfolios with the Omega ratio
GILLI, Manfred
;
SCHUMANN, Enrico
;
TOLLO, Giacomo DI
; …
-based) optimisation methods fail here, we suggest to use a heuristic technique (
Threshold
Accepting
). The main purpose of the paper is to …
Persistent link: https://www.econbiz.de/10005162999
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