Portfolio optimization by means of multiple tandem certainty-uncertainty searches a technical description
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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| Format: | eBook |
| Language: | English |
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Santa Monica, CA
RAND
2013, 2013
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| Collection: | JSTOR Open Access Books - Collection details see MPG.ReNa |
Table of Contents:
- 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
- Includes bibliographical references