"Log-optimal portfolio models with risk control of VaR and CVaR using ..."

Sen Qin (2009)

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DOI: 10.1145/1543834.1543979

access: closed

type: Conference or Workshop Paper

metadata version: 2018-11-06

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Sen Qin:
Log-optimal portfolio models with risk control of VaR and CVaR using genetic algorithms. GEC Summit 2009: 941-944

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