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"Evolutionary optimization of Risk Budgeted long-short portfolios."

G. A. Vijayalakshmi Pai, Thierry Michel (2011)

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DOI: 10.1109/CIFER.2011.5953554

access: closed

type: Conference or Workshop Paper

metadata version: 2019-12-27

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G. A. Vijayalakshmi Pai, Thierry Michel:
Evolutionary optimization of Risk Budgeted long-short portfolios. CIFEr 2011: 59-66

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