I am looking for some bibliographical references talking about risk optimization, e.g. value at risk, using optimization heuristics, e.g. genetic algorithms, simulated annealing, particle swarm, etc.
Does any one know about any reference, or people that worked on the subject ?
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Re: Risk optimization
I mean something like this recent paper on MVA optimization, but focused on risk measures instead
Re: Risk optimization
I tell you that read trading in the zone is a great book that will open your eyes to the importance of a 3 to 1 strategy in your operations to reduce the risk in your investment other option is forest trade binary that is something good
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