Portfolio Strategy Optimizing Model for Risk Management Utilizing Evolutionary Computation

E-ISSN： 1520-6440|97|8|45-62

ISSN： 1942-9533

Source： ELECTRONICS & COMMUNICATIONS IN JAPAN, Vol.97, Iss.8, 2014-08, pp. : 45-62

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

A fuzzy control model (FCM) for dynamic portfolio management

By Ostermark R.

Fuzzy Sets and Systems, Vol. 78, Iss. 3, 1996-03 ,pp. : 243-254

Elsevier

Access to resources Recommend Favorite

Seismic Risk Management of Insurance Portfolio Using Catastrophe Bonds

COMPUTER-AIDED CIVIL AND INFRASTRUCTURE ENGINEERING, Vol. 30, Iss. 7, 2015-07 ,pp. : 570-582

John Wiley & Sons Inc

Access to resources Recommend Favorite

Mean‐Semivariance Efficient Frontier: A Downside Risk Model for Portfolio Selection

By Ballestero Enrique

Applied Mathematical Finance, Vol. 12, Iss. 1, 2005-03 ,pp. : 1-15

Routledge Ltd

Access to resources Recommend Favorite

Rheological model optimization using advanced evolutionary computation for the analysis of the influence of recycled rubber on rubber blend dynamical behaviour

By Pavlović Ivan Ćirić Ivan Djekić Petar Nikolić Vlastimir Pavlović Ratko Ćojbašić Žarko Radenković Goran

Meccanica, Vol. 48, Iss. 10, 2013-12 ,pp. : 2467-2477

Springer Publishing Company

Access to resources Recommend Favorite

Option-based risk management of a bond portfolio under regime switching interest rates

By Antonelli Fabio

Decisions in Economics and Finance, Vol. 36, Iss. 1, 2013-05 ,pp. : 47-70

Springer Publishing Company

Access to resources Recommend Favorite