Active Extension Portfolio Optimization with Non-Convex Risk Measures using Metaheuristics

Publikation: Beitrag in Buch/Konferenzband › Beitrag in Konferenzband

Originalsprache	Englisch
Titel des Sammelwerks	Proceedings of Mendel 2014 - 20th International Conference on Soft Computing
Herausgeber*innen	Radek Matousek
Erscheinungsort	Brno, Czech Republic
Seiten	1 - 6
Publikationsstatus	Veröffentlicht - 1 Juli 2014

Verfügbarkeit prüfen

@inproceedings{b7cc4e401ae64d6aab774b2f51041c4b,

title = "Active Extension Portfolio Optimization with Non-Convex Risk Measures using Metaheuristics",

author = "Ronald Hochreiter and Christoph Waldhauser",

year = "2014",

month = jul,

day = "1",

language = "English",

pages = "1 -- 6",

editor = "{Radek Matousek}",

booktitle = "Proceedings of Mendel 2014 - 20th International Conference on Soft Computing",

}

TY - GEN

T1 - Active Extension Portfolio Optimization with Non-Convex Risk Measures using Metaheuristics

AU - Hochreiter, Ronald

AU - Waldhauser, Christoph

PY - 2014/7/1

Y1 - 2014/7/1

M3 - Contribution to conference proceedings

SP - 1

EP - 6

BT - Proceedings of Mendel 2014 - 20th International Conference on Soft Computing

A2 - Radek Matousek, null

CY - Brno, Czech Republic

ER -