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"The mean-value at risk static portfolio optimization using genetic algorithm."

Vladimir Rankovic et al. (2014)

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DOI: 10.2298/CSIS121024017R

access: open

type: Journal Article

metadata version: 2020-10-20

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  - journals/comsis/RankovicDSKA14
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  - https://dblp.org/rec/journals/comsis/RankovicDSKA14
Vladimir Rankovic, Mikica Drenovak, Boban S. Stojanovic, Zoran Kalinic, Zora Arsovski:
The mean-value at risk static portfolio optimization using genetic algorithm. Comput. Sci. Inf. Syst. 11(1): 89-109 (2014)

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