Vytlačiť
1. Asset allocation by maximizing the Sortino ratio utilizing differential evolution solution procedure
:PEKÁR, Juraj - ČIČKOVÁ, Zuzana - BREZINA, Ivan. Asset allocation by maximizing the Sortino ratio utilizing differential evolution solution procedure. - Registrovaný: Web of Science. In Mathematical methods in economics 2013 : proceedings of the 31st international conference, part 2 : Jihlava, 11-13 September 2013. - Jihlava : College of Polytechnics Jihlava, 2013. ISBN 978-80-87035-76-4, s. 702-705, CD-ROM.