• Title of article

    Simulated annealing for complex portfolio selection problems

  • Author/Authors

    Y. Crama، نويسنده , , M. Schyns، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2003
  • Pages
    26
  • From page
    546
  • To page
    571
  • Keywords
    Portfolio selection , Quadratic programming , finance , Simulated annealing , metaheuristics
  • Journal title
    European Journal of Operational Research
  • Serial Year
    2003
  • Journal title
    European Journal of Operational Research
  • Record number

    214648