Large scale portfolio optimization with DEoptim
David Ardia, Kris Boudt, Katharine Mullen & Brian Peterson
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| Citation | Ardia, D., Boudt, K., Mullen , K., & Peterson, B. (2014). Large scale portfolio optimization with DEoptim. In Soft-Computing in Capital Market: Research and Methods of Computational Finance for Measuring Risk of Financial Instruments. (pp. 1-20). Boca Raton, Florida: BrownWalker Press. |
| Type | Chapitre de livre (Anglais) |
| Année | 2014 |
| Titre du livre | Soft-Computing in Capital Market: Research and Methods of Computational Finance for Measuring Risk of Financial Instruments |
| Editeur commercial | BrownWalker Press (Boca Raton, Florida) |
| Pages | 1-20 |