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Hysi, Hilda's
Scholarly Papers
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Aggregate Statistics
Total 815
Total Citations 6
1.
A Data-Driven Optimization Heuristic for Downside Risk Minimization
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Gilli, Manfred University of Geneva - Department of Economics
Këllezi, Evis Mirabaud & Cie
Hysi, Hilda University of Geneva - Department of Econometrics
Posted:
11 May 06
Last Revised:
03 Nov 09
815(12,777)
6
Gilli, Manfred University of Geneva - Department of Economics
Këllezi, Evis Mirabaud & Cie
Hysi, Hilda University of Geneva - Department of Econometrics
815
6
Portfolio optimization, Heuristic optimization, Threshold accepting, Downside risk
Gilli, Manfred University of Geneva - Department of Economics
Këllezi, Evis Mirabaud & Cie
Hysi, Hilda University of Geneva - Department of Econometrics
0
value-at-risk, VAR, expected shortfall, maximum loss, Omega function, multipurpose data-driven optimization heuristic, shortfall, maximum loss, Omega function
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