Quotation 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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Publication's profile

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)
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