Minimising value-at-risk in a portfolio optimisation problem using a multi-objective genetic algorithm
| Year of publication: |
2011
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|---|---|
| Authors: | Alfaro-Cid, Eva ; Baixauli-Soler, J. Samuel ; Fernandez-Blanco, Matilde O. |
| Published in: |
International journal of risk assessment and management : IJRAM. - Olney, Bucks : Inderscience Enterprises, ISSN 1466-8297, ZDB-ID 20593879. - Vol. 15.2011, 5 (1.1.), p. 453-478
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