Portfolio Optimization by Means of Multiple Tandem Certainty-Uncertainty Searches
This paper describes a new approach to optimization under uncertainty that is aimed at finding 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 number of decision variables...
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| Formato: | Online |
| Idioma: | inglés |
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RAND Corporation
2023
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| Acceso en liña: | ONIX_20231005_9780833082954_948 |
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| Summary: | This paper describes a new approach to optimization under uncertainty that is aimed at finding 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 number of decision variables, uncertain parameters, and uncertain scenarios than they have had to contend with until now. |
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