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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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Chow, Brian G. (Author)
Corporate Authors: Arroyo Center. Force Development and Technology Program, Rand Corporation. National Security Research Division, Rand Corporation, United States. Army
Format: Electronic eBook
Language:Inglés
Published: Santa Monica, CA : RAND, 2013.
Subjects:
Mathematical optimization.
Optimisation mathématique.
Mathematical optimization
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