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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Santa Monica, CA :
RAND,
2013.
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| Format: | Electronic |
| Language: | English |
| Subjects: |