Shahed University

parametric optimization of markowitz,value at risk and conditional value at risk models using local and global algorithms in tehran stock exchange

Masoud Mollai | Saeed Khodamoradi | Mohammadjavad Sheikh
URL :   http://research.shahed.ac.ir/WSR/WebPages/Report/PaperView.aspx?PaperID=5927
Date :  2011/05/22
Publish in :    چشم انداز مديريت مالي


Keywords :models, stock

Abstract :



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