Portfolio Management using Value at Risk, a Performance comparison between Genetic Algorithms and Particle Swarm Optimization

V.A.F. Dallagnol, J van den Berg, L. Mous

Research output: Contribution to journal › Article › Scientific › peer-review

Original language	Undefined/Unknown
Pages (from-to)	766-792
Number of pages	27
Journal	International Journal of Intelligent Systems
Volume	24(7)
Issue number	766-792
Publication status	Published - 2009

Keywords

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title = "Portfolio Management using Value at Risk, a Performance comparison between Genetic Algorithms and Particle Swarm Optimization",

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author = "V.A.F. Dallagnol and \{van den Berg\}, J and L. Mous",

year = "2009",

language = "Undefined/Unknown",

volume = "24(7)",

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journal = "International Journal of Intelligent Systems",

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TY - JOUR

T1 - Portfolio Management using Value at Risk, a Performance comparison between Genetic Algorithms and Particle Swarm Optimization

AU - Dallagnol, V.A.F.

AU - van den Berg, J

AU - Mous, L.

PY - 2009

Y1 - 2009

KW - CWTS JFIS < 0.75

M3 - Article

SN - 0884-8173

VL - 24(7)

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EP - 792

JO - International Journal of Intelligent Systems

JF - International Journal of Intelligent Systems

IS - 766-792

ER -