Evolutionary stochastic portfolio optimization and probabilistic constraints

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

Original language	English
Title of host publication	Proceedings of COMPSTAT'2010
Editors	Lechevallier, Yves; Saporta, Gilbert
Place of Publication	Paris
Publisher	Springer
Pages	1127 - 1134
ISBN (Print)	978-3-7908-2603-6
Publication status	Published - 2010

Cite this

@inproceedings{c0c9a8db07714e20b38d63b888522a0a,

title = "Evolutionary stochastic portfolio optimization and probabilistic constraints",

author = "Ronald Hochreiter",

year = "2010",

language = "English",

isbn = "978-3-7908-2603-6",

pages = "1127 -- 1134",

editor = "\{Lechevallier, Yves; Saporta, Gilbert\}",

booktitle = "Proceedings of COMPSTAT'2010",

publisher = "Springer",

address = "Germany",

}