A convex-risk-measure based model and genetic algorithm for portfolio selection
From MaRDI portal
Publication:1665701
DOI10.1155/2015/451627zbMath1395.91425OpenAlexW1979090547WikidataQ59118609 ScholiaQ59118609MaRDI QIDQ1665701
Ning Dong, Jie Hu, Wei-Jia Wang
Publication date: 27 August 2018
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2015/451627
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Cites Work
- Unnamed Item
- Reflections on gains and losses: a \(2 \times 2 \times 7\) experiment
- Convex measures of risk and trading constraints
- Tail nonlinearly transformed risk measure and its application
- Generalized deviations in risk analysis
- Risk measures via \(g\)-expectations
- Convex risk measures for portfolio optimization and concepts of flexibility
- Coherent Measures of Risk
- A new class of coherent risk measures based on p‐norms and their applications
- Economic Capital Allocation Derived from Risk Measures
This page was built for publication: A convex-risk-measure based model and genetic algorithm for portfolio selection
