Portfolio management using value at risk: A comparison between genetic algorithms and particle swarm optimization

V. A. F. Dallagnol, J. van den Berg, L. Mous. Portfolio management using value at risk: A comparison between genetic algorithms and particle swarm optimization. Int. J. Intell. Syst., 24(7):766-792, 2009. [doi]

Authors

V. A. F. Dallagnol

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J. van den Berg

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L. Mous

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