Using Genetic Algorithm to Optimize the Conditional Value at Risk of Portfolio and Risk Models Evaluation
碩士 === 國立高雄應用科技大學 === 金融資訊研究所 === 99 === The numerous kinds of financial assets and the convenience of information circulation increase not only the liquidity of assets, but also the risk. The question of how to measure the risk using a common standard has become an important one. With the advantage...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/59683716676826567945 |