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

Author: Alfaro-Cid Eva  

Publisher: Inderscience Publishers

ISSN: 1466-8297

Source: International Journal of Risk Assessment and Management, Vol.15, Iss.5-6, 2011-11, pp. : 453-477

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