Value-At-Risk portfolio optimization: a note on multiobjective genetic algorithm

J. SAMUEL BAIXAULI, Alfaro Cid Eva, MATILDE O. FERNÁNDEZ BLANCO

2011

Vesnìk Belaruskaga dzârzaunaga unìversìteta imâ U.Ì. Lenìna. Seryâ 3, Gistoryâ, fìlasofìâ, navukovy kamunìzm, èkanomìka, prava