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Large scale portfolio optimization with DEoptim

David Ardia, Kris Boudt, Katharine Mullen & Brian Peterson

Résumé
   
Mots-clés
   
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