Portfolio optimization by means of multiple tandem certainty-uncertainty searches : a technical description /

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This paper describes a new approach to a very difficult process of optimization under uncertainty. This approach is to find the optimal solution to a problem by designing a number of search algorithms or schemes in a way that allows analysts to apply to a problem that contains a significantly larger...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Chow, Brian G. (Autor)
Autores Corporativos: Arroyo Center. Force Development and Technology Program, Rand Corporation. National Security Research Division, Rand Corporation, United States. Army
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Santa Monica, CA : RAND, 2013.
Temas:
Mathematical optimization.
Optimisation mathématique.
Mathematical optimization
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Introduction
  • Technical Description
  • Applications of the Approach in Past Studies
  • Overview of the Approach and Suggestions for Expanding Its Use
  • Appendix: Embodiments of Computer Resources Used in Portfolio Optimization by Means of Multiple Certainty-Uncertainty Searches.

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