OPTIMAL PORTFOLIO SELECTION BY CVAR BASED SHARPE RATIO : GENETIC ALGORITHM APPROACH

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概要

• 論文の詳細を見る
• 2007-03-01

著者

• Lin Shan

  Graduate School Of Economics Osaka University

• OHNISHI MASAMITSU

  Graduate School of Economics, Osaka University

• Ohnishi Masamitsu

  Graduate School Of Economics Osaka University

関連論文

• OPTIMAL PORTFOLIO SELECTION BY CVAR BASED SHARPE RATIO : GENETIC ALGORITHM APPROACH
• 2-C-5 Catastrophe risk derivatives: A new approach

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