An algorithm for evolutionary stochastic portfolio optimization with probabilistic constraints

Publication: Chapter in book/Conference proceedingContribution to conference proceedings

Original languageEnglish
Title of host publicationProceedings of Mendel 2010 - 16th International Conference on Soft Computing
Editors Radek Matousek
Place of PublicationBrno, Czech Republic
Pages1 - 6
Publication statusPublished - 1 Jul 2010

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