Technology and Investment

Vol.4 No.1BB(2013), Paper ID 26853, 5 pages

DOI:10.4236/ti.2013.41B012

 

Portfolio Selection by Maximizing Omega Function using Differential Evolution

 

PEKÁR Juraj, BREZINA Ivan, ČIČKOVÁ Zuzana, REIFF Marian

 

Department of Operations Research and Econometrics, University of Economics, Bratislava, Slovakia
Department of Operations Research and Econometrics, University of Economics, Bratislava, Slovakia
Department of Operations Research and Econometrics, University of Economics, Bratislava, Slovakia
Department of Operations Research and Econometrics, University of Economics, Bratislava, Slovakia

 

Copyright © 2013 PEKÁR Juraj, BREZINA Ivan, ČIČKOVÁ Zuzana, REIFF Marian et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


P. Juraj, B. Ivan, Č. Zuzana and R. Marian, "Portfolio Selection by Maximizing Omega Function using Differential Evolution," Technology and Investment, Vol. 4 No. 1B, 2013, pp. 73-77. doi: 10.4236/ti.2013.41B012.

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