Distributed optimisation of a portfolio's omega
type: Item
instance of: scholarly article
title: Distributed optimisation of a portfolio's omega
zbMATH Open document ID: 1194.91191
author: Manfred Gilli
author: Enrico Schumann
published in: Parallel Computing
publication date: 2010-09-02T00:00:00Z
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 68M14
Mathematics Subject Classification ID: 90C59
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 5777737
zbMATH Keywords: optimisation heuristics
zbMATH Keywords: threshold accepting
zbMATH Keywords: portfolio optimisation
zbMATH Keywords: distributed computing
MaRDI profile type: Publication
full work available at URL: j.parco.2009.10.001
OpenAlex ID: W3124096137
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DOI: 10.1016/J.PARCO.2009.10.001
description: scientific article; zbMATH DE number 5777737