A Metaheuristic-based DSS for Portfolio Optimization

  • Ulrich Derigs
  • Nils-H. Nickel
Conference paper
Part of the Operations Research Proceedings 2001 book series (ORP, volume 2001)

Abstract

In this paper we present a framework, i.e. a concept and design as well as results with a prototypical implementation of a metaheuristic-based decision support system PM-DSS© for portfolio optimization and managing investment guidelines. PM- DSS© can be used for active as well as passive fund management.

Keywords

Nickel Guaran 

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References

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Copyright information

© Springer-Verlag Berlin Heidelberg 2002

Authors and Affiliations

  • Ulrich Derigs
    • 1
  • Nils-H. Nickel
    • 1
  1. 1.Seminar for Information Systems and Operations Research (WINFORS)University of CologneCologneGermany

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