Appendix for 'Optimal Enough?'

2 Pages Posted: 3 Oct 2009

See all articles by Manfred Gilli

Manfred Gilli

University of Geneva - Research Center for Statistics; Swiss Finance Institute

Enrico Schumann

Independent

Date Written: September 1, 2009

Abstract

This paper gives additional results for 'Optimal Enough?'.

Keywords: Optimisation heuristics, Portfolio Optimisation, Threshold Accepting

JEL Classification: C61, G11

Suggested Citation

Gilli, Manfred and Schumann, Enrico, Appendix for 'Optimal Enough?' (September 1, 2009). Available at SSRN: https://ssrn.com/abstract=1480183 or http://dx.doi.org/10.2139/ssrn.1480183

Manfred Gilli

University of Geneva - Research Center for Statistics ( email )

Geneva
Switzerland
+41223798222 (Phone)
+41223798299 (Fax)

HOME PAGE: http://www.unige.ch/ses/metri/gilli/

Swiss Finance Institute ( email )

c/o University of Geneva
40, Bd du Pont-d'Arve
CH-1211 Geneva 4
Switzerland

Enrico Schumann (Contact Author)

Independent ( email )

No Address Available

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