Several risk measures in portfolio selction : is it worthwhile? = ¿Está justificado el uso de varias medidas de riesgo en la selección de carteras?

von Baixauli-Soler, J. Samuel
Veröffentlicht in Spanish journal of finance and accounting (2010)

Mean-VaR portfolio selection under real constraints

von Baixauli-Soler, J. Samuel
Veröffentlicht in Computational economics (2011)

Minimising value-at-risk in a portfolio optimisation problem using a multi-objective genetic algorithm

von Alfaro-Cid, Eva
Veröffentlicht in International journal of risk assessment and management (2011)

Strong typing, variable reduction and bloat control for solving the bankruptcy prediction problem using genetic programming

Veröffentlicht in Natural computing in computational finance ; [the inspiration for this book stemmed from the success of EvoFin 2007, the first European Workshop on Evolutionary Computation in Finance and Economics, which was held as part of the EvoWorkshops at Evo* in Valencia, Spain in April 2007] (2008)