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Munich Personal RePEc Archive

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Group by: Creators Name | No Grouping
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Number of items: 2.

A

Ardia, David and Boudt, Kris and Carl, Peter and Mullen, Katharine M. and Peterson, Brian (2010): Differential Evolution (DEoptim) for Non-Convex Portfolio Optimization.

B

Boudt, Kris and Peterson, Brian and Carl, Peter (2008): Hedge fund portfolio selection with modified expected shortfall.

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