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Portfolio Performance Measurement Using Differential Evolution

  1. PEKÁR, Juraj - ČIČKOVÁ, Zuzana - BREZINA, Ivan. Portfolio Performance Measurement Using Differential Evolution. - Registrovaný: Web of Science, Registrovaný: Scopus. In Central European Journal of Operations Research. - Heidelberg : Springer. ISSN 1435-246X, 2016, vol. 24, no. 2, pp. 421-433 online. VEGA 1/0104/12
    Ohlasy:
    [1] FIALA, Petr - JABLONSKY, Josef. Special issue of the Czech society for operations research. In CENTRAL EUROPEAN JOURNAL OF OPERATIONS RESEARCH. ISSN 1435-246X, 2016, vol. 24, no. 2, pp. 263-265., Registrované v: WOS
    [1] FERREIRA, Fernando G. D. C. - HANAOKA, Gustavo P. - PAIVA, Felipe D. - CARDOSO, Rodrigo T. N. Parallel MOEAs for combinatorial multiobjective optimization model of financial portfolio selection. In 2018 IEEE CONGRESS ON EVOLUTIONARY COMPUTATION (CEC), 2018, pp. 2515-2522., Registrované v: WOS
    [1] BARROSO, Bruno C. - FERREIRA, Fernando G. D. C. - HANAOKA, Gustavo P. - PAIVA, Felipe D. - CARDOSO, Rodrigo T. N. Composition of investment portfolios through a combinatorial multiobjective optimization model using CVaR. In 2017 IEEE CONGRESS ON EVOLUTIONARY COMPUTATION (CEC), 2017, vol., no., pp. 1795-1802. ISBN 978-1-5090-4601-0., Registrované v: WOS
    [1] MEST'AN, Michal - SEBO, Jan - KRALIK, Ivan. How are 1bis pension pillar funds performing? A cross-country analysis. In EUROPEAN FINANCIAL SYSTEMS 2017: PROCEEDINGS OF THE 14TH INTERNATIONAL SCIENTIFIC CONFERENCE, PT 2, 2017, vol., no., pp. 53-60. ISBN 978-80-210-8609-8., Registrované v: WOS
Počet záznamov: 1  

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