An Evolutionary Optimization Approach to Risk Parity Portfolio Selection

Publication: Chapter in book/Conference proceedingContribution to conference proceedings

Original languageEnglish
Title of host publicationApplications of Evolutionary Computation. 18th European Conference EvoApplications 2015 Proceedings
Editors Antonio M. Mora, Giovanni Squillero
Place of PublicationSwitzerland
PublisherSpringer International Publishing
Pages279 - 288
ISBN (Print)978-3-319-16549-3
Publication statusPublished - 2015

Publication series

SeriesLecture Notes in Computer Science (LNCS)

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