Conditional value at risk-based portfolio optimization using metaheuristic approaches
Jhuman Ray and Siddhartha Bhattacharyya
| Year of publication: |
[2017]
|
|---|---|
| Authors: | Ray, Jhuman ; Bhattacharyya, Siddhartha |
| Published in: |
Computational intelligence applications in business : intelligence and big data analytics. - Boca Raton : CRC Press, ISBN 978-1-4987-6101-7. - 2017, p. 17-55
|
| Subject: | Metaheuristik | Metaheuristics | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011711082