Portfolio Selection Problem Using CVaR Risk Measures Equipped with DEA, PSO, and ICA Algorithms.

Autor: Hamdi, Abdelouahed1 (AUTHOR), Karimi, Arezou2 (AUTHOR), Mehrdoust, Farshid2 (AUTHOR), Belhaouari, Samir Brahim3 (AUTHOR) sbelhaouari@hbku.edu.qa
Zdroj: Mathematics (2227-7390). Aug2022, Vol. 10 Issue 15, p2808-2808. 26p.
Databáze: Academic Search Ultimate
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