Simulated annealing for complex portfolio selection problems.
type: Item
instance of: scholarly article
title: Simulated annealing for complex portfolio selection problems.
zbMATH Open document ID: 1046.91057
DOI: 10.1016/S0377-2217(02)00784-1
published in: European Journal of Operational Research
publication date: 2003-09-04T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 90C59
Mathematics Subject Classification ID: 90C20
zbMATH DE Number: 1974933
zbMATH Keywords: Finance
zbMATH Keywords: Simulated annealing
zbMATH Keywords: Metaheuristics
zbMATH Keywords: Portfolio selection
zbMATH Keywords: Quadratic programming
author: Yves Crama
author: Michaël Schyns
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1974933