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)