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Keywords: Portfolio management
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Journal Articles
Journal:
The Journal of Risk Finance
Journal of Risk Finance (2015) 16 (2): 170–189.
Published: 16 March 2015
... Monte Carlo simulation Portfolio management The paper is organized as follows: the next section provides a brief description of VaR and the various methodologies. Section 2 covers conventional and genetic VaR techniques. In Section 3, we explain the related work, and we present experimental setup...
