Open AccessOn analyzing and detecting multiple optima of portfolio optimization
Author(s) -
Yue Qi,
Lei Wang,
Su Zhang
Publication year - 2018
Publication title -
journal of industrial and management optimization
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.325
H-Index - 32
eISSN - 1553-166X
pISSN - 1547-5816
DOI - 10.3934/jimo.2017048
Subject(s) - portfolio , mathematical optimization , local optimum , portfolio optimization , selection (genetic algorithm) , computer science , quadratic programming , optimization problem , parametric statistics , mathematics , economics , artificial intelligence , finance , statistics