Minimising value-at-risk in a portfolio optimisation...

International Journal of Risk Assessment and Management 2011 Vol. 15; Iss. 5/6

Minimising value-at-risk in a portfolio optimisation problem using a multi-objective genetic algorithm

Cid, Eva Alfaro, Soler, J. Samuel Baixauli, Blanco, Matilde O. Fernandez
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Volume:
15
Year:
2011
Language:
english
Journal:
International Journal of Risk Assessment and Management
DOI:
10.1504/ijram.2011.043701
File:
PDF, 307 KB
english, 2011
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