Evolutionary optimization of Risk Budgeted long-short portfolios

G. A. Vijayalakshmi Pai, Thierry Michel. Evolutionary optimization of Risk Budgeted long-short portfolios. In 2011 IEEE Symposium on Computational Intelligence for Financial Engineering and Economics, CIFEr 2011, Paris, France, April 14-15, 2011. pages 59-66, IEEE, 2011. [doi]

Authors

G. A. Vijayalakshmi Pai

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Thierry Michel

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