Hochreiter, Ronald. 2015. An Evolutionary Optimization Approach to Risk Parity Portfolio Selection. In: Applications of Evolutionary Computation, Hrsg. Antonio M. Mora, Giovanni Squillero , S. 279-288. Switzerland: Springer International Publishing.
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| Status of publication | Published |
|---|---|
| Affiliation | WU |
| Type of publication | Chapter in edited volume |
| Language | English |
| Title | An Evolutionary Optimization Approach to Risk Parity Portfolio Selection |
| Title of whole publication | Applications of Evolutionary Computation |
| Editor | Antonio M. Mora, Giovanni Squillero |
| Page from | 279 |
| Page to | 288 |
| Location | Switzerland |
| Publisher | Springer International Publishing |
| Year | 2015 |
| Reviewed? | Y |
| URL | http://dx.doi.org/10.1007/978-3-319-16549-3_23 |
| ISBN | 978-3-319-16549-3 |
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- Hochreiter, Ronald (Details)
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- Institute for Statistics and Mathematics IN (Details)