Portfolio management using value at risk: A comparison...

International Journal of Intelligent Systems 2009 Vol. 24; Iss. 7

Portfolio management using value at risk: A comparison between genetic algorithms and particle swarm optimization

V. A. F. Dallagnol, J. van den Berg, L. Mous
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Volume:
24
Year:
2009
Language:
english
Pages:
27
DOI:
10.1002/int.20360
File:
PDF, 522 KB
english, 2009
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