Portfolio value-at-risk forecasting with GA-based extreme value theory - Concepedia

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Portfolio value-at-risk forecasting with GA-based extreme value theory

51

Citations

20

References

2008

Year

Ping-Chen Lin, Po-Chang Ko

Expert Systems with Applications

Portfolio OptimizationAsset PricingPortfolio AllocationManagementBusinessFinancial EngineeringExtreme Value TheoryPortfolio Value-at-risk ForecastingFinanceExtreme Statistic

References

	Year	Citations

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