Hochreiter, Ronald. 2010. Evolutionary stochastic portfolio optimization and probabilistic constraints. In Proceedings of COMPSTAT'2010, Hrsg. Lechevallier, Yves; Saporta, Gilbert, 1127-1134. Paris: Springer.
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Status of publication | Published |
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Affiliation | WU |
Type of publication | Contribution to conference proceedings |
Language | English |
Title | Evolutionary stochastic portfolio optimization and probabilistic constraints |
Title of whole publication | Proceedings of COMPSTAT'2010 |
Editor | Lechevallier, Yves; Saporta, Gilbert |
Page from | 1127 |
Page to | 1134 |
Location | Paris |
Publisher | Springer |
Year | 2010 |
ISBN | 978-3-7908-2603-6 |
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- Hochreiter, Ronald (Details)
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- Institute for Statistics and Mathematics IN (Details)