A Dynamic Risk Allocation of Value-at-Risks with Portfolios.

Published in: J. Adv. Comput. Intell. Intell. Informatics (2012)

Keyphrases

risk management
risk analysis
risk assessment
risk factors
decision making
portfolio optimization
dynamic environments
information retrieval
special case
risk evaluation
portfolio management
high risk
database
search algorithm
web services
artificial intelligence
learning algorithm
real world
data sets