Fernandez-Blanco Matilde O

Matilde O Fernandez-Blanco

Information about the author Matilde O Fernandez-Blanco 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...
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