Optimal portfolio selection by CVAR based Sharpe ratio -- genetic algorithm approach (Q5437155)
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scientific article; zbMATH DE number 5228149
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| English | Optimal portfolio selection by CVAR based Sharpe ratio -- genetic algorithm approach |
scientific article; zbMATH DE number 5228149 |
Statements
18 January 2008
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0.7925521731376648
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0.7871449589729309
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0.783086895942688
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0.7767720222473145
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