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A Global Optimization Heuristic for Portfolio Choice with VaR and Expected Shortfall

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2018A Novel Portfolio Optimization Model Based on Trend Ratio and Evolutionary Computation52 cited
2004On the global minimization of the value-at-risk

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2008Optimal portfolio selection for the small investor considering risk and transaction costs38 cited

2010Filtered extreme‐value theory for value‐at‐risk estimation: evidence from Turkey34 cited