Active portfolio management under a downside risk framework: Comparison of a hybrid nature - Inspired scheme

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

Volumn 5572 LNAI, Issue , 2009, Pages 702-712

  Vassiliadis, Vassilios ^a   Thomaidis, Nikolaos ^a   Dounias, George ^a  

^a UNIVERSITY OF THE AEGEAN   (Greece)

Author keywords

Active Portfolio Management; Downside probability; Hybrid Ant Colony Optimization; Tracking error

Indexed keywords

ACTIVE PORTFOLIO MANAGEMENT; COMPLEX OPTIMIZATION; COMPUTATIONAL STUDIES; DOWNSIDE PROBABILITY; DOWNSIDE RISKS; HYBRID ANT COLONY OPTIMIZATION; HYBRID INTELLIGENT SYSTEM; INTELLIGENT ALGORITHMS; NATURAL SYSTEMS; NONDETERMINISTIC POLYNOMIAL; OPTIMIZATION PROBLEMS; PORTFOLIO MANAGEMENTS; TRACKING ERROR; UNIQUE FEATURES;

FINANCIAL DATA PROCESSING; INTELLIGENT SYSTEMS; INVESTMENTS; NUMERICAL METHODS; OPTIMIZATION;

DECISION MAKING;

EID: 70350650984     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/978-3-642-02319-4_85     Document Type: Conference Paper

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