Differential evolution (DEoptim) for non-convex portfolio optimization

D. Ardia, K.M.R. Boudt, P. Carl, K. Mullen, B. Peterson

Research output: Contribution to JournalArticleAcademicpeer-review

Original languageEnglish
Pages (from-to)27-34
JournalThe R Journal
Volume3
Issue number1
Publication statusPublished - 2011

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