A bi‐level programming framework for identifying optimal parameters in portfolio selection
| Autor: | Fengmin Xu, Xuepeng Li, Kui Jing |
|---|---|
| Rok vydání: | 2020 |
| Předmět: |
Mathematical optimization
Computer science Estimation theory Management of Technology and Innovation Strategy and Management Derivative-free optimization Portfolio Bi level programming Cardinality (SQL statements) Management Science and Operations Research Business and International Management Selection (genetic algorithm) Computer Science Applications |
| Zdroj: | International Transactions in Operational Research. 29:87-112 |
| ISSN: | 1475-3995 0969-6016 |
| DOI: | 10.1111/itor.12856 |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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