Hochreiter, Ronald. 2015. An Evolutionary Optimization Approach to Risk Parity Portfolio Selection. Lecture Notes in Computer Science (LNCS) 9028, 279-288.
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| Status of publication | Published |
|---|---|
| Affiliation | WU |
| Type of publication | Journal article |
| Journal | Lecture Notes in Computer Science (LNCS) |
| WU-Journal-Rating new | STRAT-C |
| Language | English |
| Title | An Evolutionary Optimization Approach to Risk Parity Portfolio Selection |
| Volume | 9028 |
| Year | 2015 |
| Page from | 279 |
| Page to | 288 |
| Reviewed? | Y |
| DOI | http://dx.doi.org/10.1007/978-3-319-16549-3_23 |
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- Hochreiter, Ronald (Details)
- Organization
- Research Institute for Computational Methods FI (Details)