Evolutionary stochastic portfolio optimization and probabilistic constraints

Publication: Chapter in book/Conference proceedingContribution to conference proceedings

Original languageEnglish
Title of host publicationProceedings of COMPSTAT'2010
Editors Lechevallier, Yves; Saporta, Gilbert
Place of PublicationParis
PublisherSpringer
Pages1127 - 1134
ISBN (Print)978-3-7908-2603-6
Publication statusPublished - 2010

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