Work

Enhanced Stutzer Index Optimization Using Hybrid Genetic Algorithm and Sequential Quadratic Programming

Year: 2011

Type: article

Source: Journal of Applied Sciences

DOI: 10.3923/jas.2011.855.860

Author: Chun-Teck Lye

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: bronze

OpenAlex ID: W2084865873

FWCI: 1.665

Cites: 11

Cited by: 5

Related to: 10