Coherent Risk Management and Its Portfolio Optimization Model.
Linjie HeChaoqun MaPublished in: CSO (2) (2009)
Keyphrases
- optimization model
- risk management
- portfolio optimization
- optimization process
- decision support system
- risk evaluation
- risk assessment
- risk analysis
- operational risk
- decision making
- financial institutions
- risk factors
- portfolio selection
- commercial banks
- financial markets
- information security management
- database
- software projects
- project management
- case based reasoning
- financial services
- case study
- genetic algorithm
- neural network