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

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...

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Bibliographic Details
Main Author: Chow, Brian G. (auth)
Format: Electronic Book Chapter
Language:English
Published: RAND Corporation 2013
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