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...
Tallennettuna:
| Päätekijä: | |
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| Aineistotyyppi: | Elektroninen Kirjan osa |
| Kieli: | englanti |
| Julkaistu: |
RAND Corporation
2013
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| Aiheet: | |
| Linkit: | DOAB: download the publication DOAB: description of the publication |
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| Yhteenveto: | 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. |
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| ISBN: | j.ctt5hhv17 9780833082954 |
| Pääsy: | Open Access |