Portfolio Optimization by Means of Multiple Tandem Certainty-Uncertainty Searches
Overview & Synopsis
This paper describes a new approach to optimization under uncertainty that is aimed at finding the optimal solution to a problem by designing a number of search algorithms or schemes in a way that allows analysts to apply to a problem that contains a significantly larger number of decision variables, uncertain parameters, and uncertain scenarios than they have had to contend with until now.
Indexed from repository: Directory of Open Access Books
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www.doabooks.org)
Document Information
| Document Title | Portfolio Optimization by Means of Multiple Tandem Certainty-Uncertainty Searches |
|---|---|
| Author / Organization | Chow, Brian G. |
| Subject & Discipline | Technology |
| Categories | Open Access Books |
| Publication Year | 2023 |
| License / Rights | Open Access / Creative Commons |
| Resource Verification | Listed PDF (Verification Pending) |
| Original Host Website |
Directory of Open Access Books
(www.doabooks.org)
|
| File Format | application/pdf (Portable Document Format) |
| Language | EN |
| Catalog ID | DOC-139403 |
| Original Source Link | Visit Source Page on www.doabooks.org » |