A Portfolio Analysis of Ten National Banks Through Differential Evolution-Reference-Cited by-同舟云学术

A Portfolio Analysis of Ten National Banks Through Differential Evolution

Published:2016 Issue: Volume: Page:851-862
ISSN:2194-5357
Container-title:Advances in Intelligent Systems and Computing
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Author:

Hira Zaheer ,Pant Millie,Oleg Monakhov ,Emilia Monakhova

Publisher

Springer Singapore

Link

http://link.springer.com/content/pdf/10.1007/978-981-10-0451-3_76

Reference24 articles.

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4. Konno, H., Yamazaki, H.: Mean-absolute deviation portfolio optimization model and its applications to Tokyo stock market. Manag. Sci. 37(5), 519–531 (1991)

5. Angelelli, E., Mansini, R., Speranza, M.G.: A comparison of MAD and CVaR models with real features. J. Bank. Finance 32(7), 1188–1197 (2008)

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