Global optimization of higher order moments in portfolio selection

DOI10.1007/s10898-007-9224-3zbMath1169.90454OpenAlexW2043898306MaRDI QIDQ1029685

Panos Parpas, Dietmar G. Maringer

Publication date: 13 July 2009

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-007-9224-3

Mathematics Subject Classification ID

Nonlinear programming (90C30) Approximation methods and heuristics in mathematical programming (90C59) Portfolio theory (91G10)

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