Robust portfolio optimization with a hybrid heuristic algorithm

Björn Fastrich () and Peter Winker

Computational Management Science, 2012, vol. 9, issue 1, 63-88

Keywords: Hybrid heuristic; Algorithm; Markowitz; Robust optimization; Uncertainty sets (search for similar items in EconPapers)
Date: 2012
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Working Paper: Robust Portfolio Optimization with a Hybrid Heuristic Algorithm (2010)
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DOI: 10.1007/s10287-010-0127-2

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