Computing value-at-risk using genetic algorithm
Bhanu Sharma, Ruppa K. Thulasiram and Parimala Thulasiram
| Year of publication: |
2015
|
|---|---|
| Authors: | Sharma, Bhanu ; Thulasiram, Ruppa K. ; Thulasiram, Parimala |
| Published in: |
Journal of risk finance : the convergence of financial products and insurance. - Bingley : Emerald Group Publishing Limited, ISSN 1526-5943, ZDB-ID 2088897-1. - Vol. 16.2015, 2, p. 170-189
|
| Subject: | Genetic algorithm | Value-at-risk | Risk management | Market index | Monte Carlo simulation | Portfolio management | Portfolio-Management | Portfolio selection | Evolutionärer Algorithmus | Evolutionary algorithm | Risikomanagement | Risikomaß | Risk measure | Monte-Carlo-Simulation | Simulation | Theorie | Theory | Operations Research | Operations research | Mathematische Optimierung | Mathematical programming |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010514021