Differential evolution (DEoptim) for non-convex portfolio optimization

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

Research output: Contribution to Journal › Article › Academic › peer-review

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@article{d07caaad2782491bb54c73519fc52870,

title = "Differential evolution (DEoptim) for non-convex portfolio optimization",

author = "D. Ardia and K.M.R. Boudt and P. Carl and K. Mullen and B. Peterson",

year = "2011",

language = "English",

volume = "3",

pages = "27--34",

journal = "The R Journal",

issn = "2073-4859",

publisher = "Technische Universitaet Wien",

number = "1",

}