Portfolio optimization, heuristics, and the 'butterfly effect'.

According to the author of this article, a phenomenon called the 'butterfly effect' applies to portfolio optimizers just as much as it does to the global weather system. In this article, he discusses the drawbacks of portfolio optimizers and presents heuristic algorithms as a possible solution.

Main Author: Nawrocki, David.
Format: Villanova Faculty Authorship
Language: English
Published: 2000
Online Access: http://ezproxy.villanova.edu/login?url=https://digital.library.villanova.edu/Item/vudl:178255
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dc_source_str_mv Journal of Financial Planning, February 2000, 68-78.
author Nawrocki, David.
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Portfolio optimization, heuristics, and the 'butterfly effect'.
author-letter Nawrocki, David.
author_sort_str Nawrocki, David.
dc_title_str Portfolio optimization, heuristics, and the 'butterfly effect'.
title Portfolio optimization, heuristics, and the 'butterfly effect'.
title_short Portfolio optimization, heuristics, and the 'butterfly effect'.
title_full Portfolio optimization, heuristics, and the 'butterfly effect'.
title_fullStr Portfolio optimization, heuristics, and the 'butterfly effect'.
title_full_unstemmed Portfolio optimization, heuristics, and the 'butterfly effect'.
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