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"Homchenko, A"
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Stochastic Models for Assets Allocation under the Framework of Prospect and Cumulative Prospect Theory
by
Sidorov, S P
,
Homchenko
,
A
,
Barabash, V
Published in
Lecture notes in engineering and computer science
(03.07.2015)
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Differential Evolution Algorithm for Solving the Portfolio Optimization Problem
by
Homchenko
,
A
. A.
,
Grishina, N. P.
,
Lucas, C.
,
Sidorov, S. P.
Published in
Izvestiâ Saratovskogo universiteta. Novaâ seriâ. Seriâ Matematika. Mehanika. Informatika (Online)
(2013)
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Heuristic Algorithm for the Cardinality Constrained Portfolio Optimization Problem
by
Homchenko
,
A
. A.
,
Lucas, C.
,
Mironov, S. V.
,
Sidorov, S. P.
Published in
Izvestiâ Saratovskogo universiteta. Novaâ seriâ. Seriâ Matematika. Mehanika. Informatika (Online)
(2013)
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allocations
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