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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| Format: | Electronic Book Chapter |
| Language: | English |
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RAND Corporation
2013
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| Online Access: | DOAB: download the publication DOAB: description of the publication |
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| 100 | 1 | |a Chow, Brian G. |4 auth | |
| 245 | 1 | 0 | |a Portfolio Optimization by Means of Multiple Tandem Certainty-Uncertainty Searches |b A Technical Description |
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| 520 | |a 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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