Baixauli-Soler Samuel .

Samuel . Baixauli-Soler

Information about the author Samuel . Baixauli-Soler will soon be added to the site.
Found 1 papers in total
Minimising value‐at‐risk in a portfolio optimisation problem using a multi‐objective genetic algorithm
Minimising value‐at‐risk in a portfolio optimisation problem using a multi‐objective genetic algorithm
2011
In this paper, we develop a general framework for market risk optimisation that...
Papers per page: