Portfolio Optimization by Means of Multiple Tandem Certainty-Uncertainty Searches A Technical Description

• Yazar: Chow, Brian G. (auth)
• Materyal Türü: Elektronik Kitap Bölümü
• Dil: İngilizce
• Baskı/Yayın Bilgisi: RAND Corporation 2013
• Konular: Database design & theory; Military history; Military engineering; Technology; History
• Online Erişim: DOAB: download the publication; DOAB: description of the publication

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...