Market risk management in a post-Basel II regulatory environment (Q1752906): Difference between revisions

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-.1016/j.ejor.2016.08.034
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+Generalized autoregressive conditional heteroscedasticity
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+Portfolio optimization with an envelope-based multi-objective evolutionary algorithm
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+Computing the nearest correlation matrix--a problem from finance
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+Mean-univariate GARCH VaR portfolio optimization: actual portfolio approach
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+Search Methodologies
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+Applications of Multi-Objective Evolutionary Algorithms
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+.1016/J.EJOR.2016.08.034
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