Portfolio selection via replicator dynamics and projections of indefinite estimated covariances

Dynamics of Continuous, Discrete and Impulsive Systems Series B: Applications and Algorithms

Volumn 12, Issue 4, 2005, Pages 527-563

  Bomze, Immanuel M ^a  

^a UNIVERSITY OF VIENNA   (Austria)

Author keywords

Local search; Markowitz model; Quadratic optimization

Indexed keywords

EID: 26444611520     PISSN: 14928760     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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