The multi-objective portfolio model based on CVaR (Q2991480)
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scientific article; zbMATH DE number 6613677
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| English | The multi-objective portfolio model based on CVaR |
scientific article; zbMATH DE number 6613677 |
Statements
10 August 2016
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investment portfolio
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multi-objective model
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multi-objective particle swarm optimization
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0.845317542552948
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0.8130224347114563
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0.8049172759056091
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0.7944872975349426
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0.7893313765525818
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