Conditional value at risk-based portfolio optimization using metaheuristic approaches
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 |
-
Nickel, Nils-Holger, (2005)
-
Jurczyk, Jan, (2018)
-
Nickel, Nils-Holger, (2005)
- More ...
-
Taste Transitivity for Collaborative Filtering : A Stochastic Network Dynamics Approach
Xu, Minghong, (2018)
-
Generative Model Based Video Shot Boundary Detection for Automated Surveillance
Chakraborty, Biswanath, (2018)
-
Genetic search over probability spaces
Bhattacharyya, Siddhartha, (2003)
- More ...