A numerical evaluation of meta-heuristic techniques in portfolio optimisation (Q839988)

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scientific article; zbMATH DE number 5601785
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A numerical evaluation of meta-heuristic techniques in portfolio optimisation
scientific article; zbMATH DE number 5601785

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    A numerical evaluation of meta-heuristic techniques in portfolio optimisation (English)
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    4 September 2009
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    portfolio management
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    heuristics
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    efficient frontier
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    power and quadratic utility
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