1. Asset allocation by maximizing the Sortino ratio utilizing differential evolution solution procedure
Title | Asset allocation by maximizing the Sortino ratio utilizing differential evolution solution procedure |
---|---|
Author info | Juraj Pekár, Zuzana Čičková, Ivan Brezina |
Author | Pekár Juraj EUBFHIKOV - Katedra operačného výskumu a ekonometrie FHI |
Co-authors | Čičková Zuzana EUBFHIKOV - Katedra operačného výskumu a ekonometrie FHI |
Brezina Ivan EUBFHIKOV - Katedra operačného výskumu a ekonometrie FHI | |
Source document | Mathematical methods in economics 2013 : proceedings of the 31st international conference, part 2 : Jihlava, 11-13 September 2013. S. 702-705, CD-ROM. - Jihlava : College of Polytechnics Jihlava, 2013. ISBN 978-80-87035-76-4 |
Note | Registrovaný: Web of Science |
Document kind | schedule of articles from year books |
Language | English |
Country of Edition | Czech Republic |
Public work category | Reports at international scientific conferences |
Registered in | WOS |
Database | PUBLIKAČNÁ ČINNOSŤ |
No. of Archival Copy | E13 00927-001, kópia plného textu |