scientific article; zbMATH DE number 7028270

MaRDI QIDQ4623979zbMATH OpenFDO

Authors Guoqiang Yuan, Chunping Li, Jianlin Zhu

Publication date 22 February 2019

zbMATH Keywords

genetic algorithmhybrid intelligent algorithmapproximation approachfuzzy VaR methodliquidity capital management problem

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Portfolio theory (91G10) Financial applications of other theories (91G80)

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