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ArticleA numerical evaluation of meta-heuristic techniques in portfolio optimisation

Nikolaos Loukeris2009

Article2009

A numerical evaluation of meta-heuristic techniques in portfolio optimisation

Nikolaos Loukeris · D. Donelly · Anil Khuman

37 citations·0/0 files stored·Operational Research

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Risk and Portfolio Optimization Financial Markets and Investment Strategies Metaheuristic Optimization Algorithms Research

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References

2019Theory of games and economic behavior 1965The Behavior of Stock-Market Prices 1976Sociobiology: The New Synthesis.1971Optimum consumption and portfolio rules in a continuous-time model 1959Portfolio Selection: Efficient Diversification of Investments 1969Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case 1945The Theory of Games and Economic Behavior 1964Risk Aversion in the Small and in the Large

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2015Further Higher Moments in Portfolio Selection andA PrioriDetection of Bankruptcy, Under Multi‐layer Perceptron Neural Networks, Hybrid Neuro‐genetic MLPs, and the Voted Perceptron

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Year2009

Typearticle

Published2009-01-19

VenueOperational Research

ISSN-L1109-2858

Languageen

Citations37

Files0 public / 0

ShelfRisk and Portfolio Optimization

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doi10.1007/s12351-008-0028-0

openalex_workW2136385772

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