• 1.

  Optimal Portfolio Allocation based on two Novel Risk Measures and Genetic Algorithm

  Journal Article

  Writer : Ghoreishi، Amir ؛ Khaloozadeh، Hamid ؛

  Journal:International Journal of Business and Development Studies»Autumn 2018, Volume 10 - Number 1 Ranking: ج/ISC (‎19 page(s) - From 95 to 113 )

  Keywords:Conditional Value at RiskStock Portfolio OptimizationInterval Prediction Neural NetworksRisk measure

  Download Abstract Related articles Others recommend to see

Related keywords