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

Publication: Chapter in book/Conference proceeding › Contribution to conference proceedings

Original language	English
Title of host publication	Proceedings of Mendel 2014 - 20th International Conference on Soft Computing
Editors	Radek Matousek
Place of Publication	Brno, Czech Republic
Pages	1 - 6
Publication status	Published - 1 Jul 2014

Cite this

@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 -