Showing 1 - 2 of 2
Financial portfolio optimization is a challenging problem. First, the problem is multiobjective (i.e.: minimize risk and maximize profit) and the objective functions are often multimodal and non smooth (e.g.: value at risk). Second, managers have often to face real-world constraints, which are...
Persistent link: https://www.econbiz.de/10005636169
Persistent link: https://www.econbiz.de/10010356739