Hochreiter, Ronald, Waldhauser, Christoph. 2014. Active Extension Portfolio Optimization with Non-Convex Risk Measures using Metaheuristics. In Proceedings of Mendel 2014 - 20th International Conference on Soft Computing, Hrsg. Radek Matousek, 1-6. Brno, Czech Republic: -.
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| Status of publication | Published |
|---|---|
| Affiliation | WU |
| Type of publication | Contribution to conference proceedings |
| Language | English |
| Title | Active Extension Portfolio Optimization with Non-Convex Risk Measures using Metaheuristics |
| Title of whole publication | Proceedings of Mendel 2014 - 20th International Conference on Soft Computing |
| Editor | Radek Matousek |
| Page from | 1 |
| Page to | 6 |
| Location | Brno, Czech Republic |
| Publisher | - |
| Year | 2014 |
Associations
- People
- Hochreiter, Ronald (Details)
- Waldhauser, Christoph (Former researcher)
- Organization
- Institute for Statistics and Mathematics IN (Details)