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

Cite this

Ardia, D., Boudt, K. M. R., Carl, P., Mullen, K., & Peterson, B. (2011). Differential evolution (DEoptim) for non-convex portfolio optimization. The R Journal, 3(1), 27-34.