A numerical evaluation of meta-heuristic techniques in portfolio optimisation

Author:

Loukeris N.,Donelly D.,Khuman A.,Peng Y.

Publisher

Springer Science and Business Media LLC

Subject

Management of Technology and Innovation,Computational Theory and Mathematics,Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Modeling and Simulation,Numerical Analysis

Reference71 articles.

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2. Arditti F (1967) Risk and the required return on equity. J Finance 22:19–36

3. Arditti F (1971) Another look at mutual fund performance. J Financial Quant Anal 6(3):909–912

4. Aristotle, Ta Oikonomika (translation G.C. Armstrong as the Oeconomica), in the Loeb Classical Library, (London 1916), vol 287, Harvard University Press, Cambridge, MA

5. Aristotle, Economics, Perseus (Loeb edition, 1935)

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