Incorporating Value-at-Risk in Portfolio Selection: An Evolutionary Approach

Chueh-Yung Tsao, Chao-Kung Liu. Incorporating Value-at-Risk in Portfolio Selection: An Evolutionary Approach. In Proceedings of the 2006 Joint Conference on Information Sciences, JCIS 2006, Kaohsiung, Taiwan, ROC, October 8-11, 2006. Atlantis Press, 2006. [doi]

Abstract

Abstract is missing.