An Evolutionary Optimization Approach to Risk Parity Portfolio Selection

Ronald Hochreiter

doi:10.1007/978-3-319-16549-3_23

An Evolutionary Optimization Approach to Risk Parity Portfolio Selection

Publikation: Beitrag in Buch/Konferenzband › Beitrag in Konferenzband

Originalsprache	Englisch
Titel des Sammelwerks	Applications of Evolutionary Computation. 18th European Conference EvoApplications 2015 Proceedings
Herausgeber*innen	Antonio M. Mora, Giovanni Squillero
Erscheinungsort	Switzerland
Verlag	Springer International Publishing
Seiten	279 - 288
ISBN (Print)	978-3-319-16549-3
DOIs	https://doi.org/10.1007/978-3-319-16549-3_23
Publikationsstatus	Veröffentlicht - 2015

Publikationsreihe

Reihe	Lecture Notes in Computer Science (LNCS)
Nummer	9028
ISSN	0302-9743

Zugriff auf Dokument

10.1007/978-3-319-16549-3_23Lizenz: Nicht angegeben

Zitat

@inproceedings{ff3bb9c783e649fc909a25e02ab1edcb,

title = "An Evolutionary Optimization Approach to Risk Parity Portfolio Selection",

author = "Ronald Hochreiter",

year = "2015",

doi = "10.1007/978-3-319-16549-3\_23",

language = "English",

isbn = "978-3-319-16549-3",

series = "Lecture Notes in Computer Science (LNCS)",

publisher = "Springer International Publishing",

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pages = "279 -- 288",

editor = "\{Antonio M. Mora, Giovanni Squillero\}",

booktitle = "Applications of Evolutionary Computation. 18th European Conference EvoApplications 2015 Proceedings",

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Hochreiter, R 2015, An Evolutionary Optimization Approach to Risk Parity Portfolio Selection. in Antonio M. Mora, Giovanni Squillero (Hrsg.), Applications of Evolutionary Computation. 18th European Conference EvoApplications 2015 Proceedings. Springer International Publishing, Switzerland, Lecture Notes in Computer Science (LNCS), Nr. 9028, S. 279 - 288. https://doi.org/10.1007/978-3-319-16549-3_23

An Evolutionary Optimization Approach to Risk Parity Portfolio Selection. / Hochreiter, Ronald.
Applications of Evolutionary Computation. 18th European Conference EvoApplications 2015 Proceedings. Hrsg. / Antonio M. Mora, Giovanni Squillero. Switzerland: Springer International Publishing, 2015. S. 279 - 288 (Lecture Notes in Computer Science (LNCS); Nr. 9028).

Publikation: Beitrag in Buch/Konferenzband › Beitrag in Konferenzband

TY - GEN

T1 - An Evolutionary Optimization Approach to Risk Parity Portfolio Selection

AU - Hochreiter, Ronald

PY - 2015

Y1 - 2015

U2 - 10.1007/978-3-319-16549-3_23

DO - 10.1007/978-3-319-16549-3_23

M3 - Contribution to conference proceedings

SN - 978-3-319-16549-3

T3 - Lecture Notes in Computer Science (LNCS)

SP - 279

EP - 288

BT - Applications of Evolutionary Computation. 18th European Conference EvoApplications 2015 Proceedings

A2 - Antonio M. Mora, Giovanni Squillero, null

PB - Springer International Publishing

CY - Switzerland

ER -

Hochreiter R. An Evolutionary Optimization Approach to Risk Parity Portfolio Selection. in Antonio M. Mora, Giovanni Squillero, Hrsg., Applications of Evolutionary Computation. 18th European Conference EvoApplications 2015 Proceedings. Switzerland: Springer International Publishing. 2015. S. 279 - 288. (Lecture Notes in Computer Science (LNCS); Nr. 9028). doi: 10.1007/978-3-319-16549-3_23