Soft Method for Solving VaR based Portfolio Rebalancing Problems
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- XU Chunhui
- Chiba Institute of Technology
Bibliographic Information
- Title
- Soft Method for Solving VaR based Portfolio Rebalancing Problems
- Author
- 徐 春暉
Journal
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- 千葉工業大学 研究報告 理工編 55
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千葉工業大学 研究報告 理工編 55 67-73, 2008
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Details
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- CRID
- 1010282256913674497
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- Article Type
- journal article
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- Data Source
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- KAKEN
