Yuji Yoshida. Maximization of Returns under Value-at-Risk Constraints in Dynamic Fuzzy Asset Allocation. In 2018 IEEE International Conference on Fuzzy Systems, FUZZ-IEEE 2018, Rio de Janeiro, Brazil, July 8-13, 2018. pages 1-6, IEEE, 2018. [doi]
@inproceedings{Yoshida18-2,
title = {Maximization of Returns under Value-at-Risk Constraints in Dynamic Fuzzy Asset Allocation},
author = {Yuji Yoshida},
year = {2018},
doi = {10.1109/FUZZ-IEEE.2018.8491675},
url = {https://doi.org/10.1109/FUZZ-IEEE.2018.8491675},
researchr = {https://researchr.org/publication/Yoshida18-2},
cites = {0},
citedby = {0},
pages = {1-6},
booktitle = {2018 IEEE International Conference on Fuzzy Systems, FUZZ-IEEE 2018, Rio de Janeiro, Brazil, July 8-13, 2018},
publisher = {IEEE},
isbn = {978-1-5090-6020-7},
}