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Mostrando ítems 1-2 de 2

Google Trends Topic-Based Uncertainty: A Multi-National Approach

Schütze, Florian (Editorial Universitat Politècnica de València, 2020-05-12)

[EN] Several studies have shown that uncertainty among economic actorsinfluences business cycle dynamics. This paper uses Google Trends topic queries to construct an uncertainty proxy that can be applied to every country ...
Minimising value-at-risk in a portfolio optimisation problem using a multi-objective genetic algorithm

Alfaro Cid, Eva; Baixauli-Soler, J. Samuel; Fernández-Blanco, Matilde O. (Inderscience, 2011)

[EN] In this paper, we develop a general framework for market risk optimisation that focuses on VaR. The reason for this choice is the complexity and problems associated with risk return optimisation (non-convex and ...

Mostrando ítems 1-2 de 2