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Value at Risk Dynamic Portfolio Optimization Using Genetic Algorithm : equally versus exponentially weighted historical var approach
| Title: | Value at Risk Dynamic Portfolio Optimization Using Genetic Algorithm : equally versus exponentially weighted historical var approach | Authors: | Drenovak, Mikica   ; Ranković, Vladimir ; Kalinić, Zoran ; Arsovski, Zora |
Issue Date: | 2013 | Publication: | Conference proceedings - 2nd International Scientific Conference Contemporary Issues in Economics, Business and Management - EBM 2012, Kragujevac, 2013 | Publisher: | Kragujevac : Faculty of Economics | Type: | Conference Paper | ISBN: | 978-86-6091-042-6  Search Idenfier |
Collation: | str. 653-661 | VBS COBISS: | 513256284 | URI: | https://plus.cobiss.net/cobiss/sr/sr/bib/513256284#izum.si https://enauka.gov.rs/handle/123456789/201542 https://plus.cobiss.net/cobiss/sr/sr/bib/513088092#izum.si |
URL: | https://eprints.ugd.edu.mk/7192/1/EBM_2012.pdf | Metadata source: | Migracija | M-category: | Mp. category will be shown later |
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