Quotation 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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Publication's profile

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)
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Research Institute for Computational Methods FI (Details)
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