A simheuristic algorithm for the portfolio optimization problem with random returns and noisy covariances

Kizys R., Doering J., Juan A. A., Polat O., Calvet L., Panadero J.

COMPUTERS & OPERATIONS RESEARCH, cilt.139, ss.1-13, 2022 (SCI-Expanded, Scopus)

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 139
  • Basım Tarihi: 2022
  • Doi Numarası: 10.1016/j.cor.2021.105631
  • Dergi Adı: COMPUTERS & OPERATIONS RESEARCH
  • Derginin Tarandığı İndeksler: Applied Science & Technology Source, Scopus, Aerospace Database, Science Citation Index Expanded (SCI-EXPANDED), PASCAL, ABI/INFORM, Business Source Elite, Business Source Premier, Communication Abstracts, Computer & Applied Sciences, INSPEC, Metadex, zbMATH, Civil Engineering Abstracts
  • Sayfa Sayıları: ss.1-13
  • Hacettepe Üniversitesi Adresli: Hayır