Multi-objective portfolio optimization considering the dependence structure of asset returns (Q319400)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Multi-objective portfolio optimization considering the dependence structure of asset returns |
scientific article; zbMATH DE number 6633527
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-objective portfolio optimization considering the dependence structure of asset returns |
scientific article; zbMATH DE number 6633527 |
Statements
Multi-objective portfolio optimization considering the dependence structure of asset returns (English)
0 references
6 October 2016
0 references
metaheuristics
0 references
portfolio optimization
0 references
stable distribution
0 references
copula function
0 references
multi-objective particle swarm optimization
0 references
0 references
0 references
0 references
0 references
0 references
0 references
