Hochreiter, Ronald, Waldhauser, Christoph. 2014. Active Extension Portfolio Optimization with Non-Convex Risk Measures using Metaheuristics. 20th International Conference on Soft Computing (MENDEL 2014), Brno, Tschechische Republik, June 2014.
BibTeX
Tags
Press 'enter' for creating the tagPublication's profile
Status of publication | Published |
---|---|
Affiliation | WU |
Type of publication | Paper presented at an academic conference or symposium |
Language | English |
Title | Active Extension Portfolio Optimization with Non-Convex Risk Measures using Metaheuristics |
Event | 20th International Conference on Soft Computing (MENDEL 2014) |
Year | 2014 |
Date | June 2014 |
Country | Czech Republic |
Location | Brno |
Associations
- People
- Hochreiter, Ronald (Details)
- Waldhauser, Christoph (Former researcher)
- Organization
- Institute for Statistics and Mathematics IN (Details)