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"Evolving constrained mean-VaR efficient frontiers."

Haken K. Jevne, Pauline C. Haddow, Alexei A. Gaivoronski (2012)

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DOI: 10.1109/CEC.2012.6252907

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-21

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  dblp key:
  - conf/cec/JevneHG12
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Haken K. Jevne, Pauline C. Haddow, Alexei A. Gaivoronski:
Evolving constrained mean-VaR efficient frontiers. IEEE Congress on Evolutionary Computation 2012: 1-8

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