Diversification of Time-Varying Tangency Portfolio under Nonlinear Constraints through Semi-Integer Beetle Antennae Search Algorithm

Vasilios N. Katsikis, Spyridon D. Mourtas

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DOI: 10.3390/appliedmath1010005
Published: 2021-12-20
Container: AppliedMath
Publisher: MDPI AG
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.3390/appliedmath1010005,
  title = {Diversification of Time-Varying Tangency Portfolio under Nonlinear Constraints through Semi-Integer Beetle Antennae Search Algorithm},
  author = {Vasilios N. Katsikis and Spyridon D. Mourtas},
  year = {2021},
  journal = {AppliedMath},
  doi = {10.3390/appliedmath1010005},
  url = {https://doi.org/10.3390/appliedmath1010005}
}

RIS

TY  - JOUR
TI  - Diversification of Time-Varying Tangency Portfolio under Nonlinear Constraints through Semi-Integer Beetle Antennae Search Algorithm
AU  - Vasilios N. Katsikis
AU  - Spyridon D. Mourtas
PY  - 2021
JO  - AppliedMath
DO  - 10.3390/appliedmath1010005
UR  - https://doi.org/10.3390/appliedmath1010005
ER  -

APA

Katsikis, V. N., & Mourtas, S. D. (2021). Diversification of Time-Varying Tangency Portfolio under Nonlinear Constraints through Semi-Integer Beetle Antennae Search Algorithm. AppliedMath. https://doi.org/10.3390/appliedmath1010005

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crossref · retrieved 2026-09-24T21:38:40.050Z