An evolutionary computation approach to scenario-based risk-return portfolio optimization for general risk measures

Ronald Hochreiter

doi:10.1007/978-3-540-71805-5_22

An evolutionary computation approach to scenario-based risk-return portfolio optimization for general risk measures

University of Vienna

Publikation: Beitrag in Buch/Bericht/Konferenzband › Konferenzbeitrag › peer-review

Originalsprache	Englisch
Titel	Applications of Evolutionary Computing - EvoWorkshops 2007
Untertitel	EvoCOMNET, EvoFIN, EvoIASP, EvoINTERACTION, EvoMUSART, EvoSTOC and EvoTRANSLOG, Proceedings
Herausgeber (Verlag)	Springer Verlag
Seiten	199-207
Seitenumfang	9
ISBN (Print)	3540718044, 9783540718048
DOIs	https://doi.org/10.1007/978-3-540-71805-5_22
Publikationsstatus	Veröffentlicht - 2007
Extern publiziert	Ja
Veranstaltung	EvoWorkshops 2007: EvoCOMNET, EvoFIN, EvoIASP, EvoINTERACTION, EvoMUSART, EvoSTOC and EvoTRANSLOG - Valencia, Spanien Dauer: 11 Apr. 2007 → 13 Apr. 2007

Publikationsreihe

Name	Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Band	4448 LNCS
ISSN (Print)	0302-9743
ISSN (elektronisch)	1611-3349

Konferenz

Konferenz	EvoWorkshops 2007: EvoCOMNET, EvoFIN, EvoIASP, EvoINTERACTION, EvoMUSART, EvoSTOC and EvoTRANSLOG
Land/Gebiet	Spanien
Ort	Valencia
Zeitraum	11/04/07 → 13/04/07

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10.1007/978-3-540-71805-5_22

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Hochreiter, R. (2007). An evolutionary computation approach to scenario-based risk-return portfolio optimization for general risk measures. in Applications of Evolutionary Computing - EvoWorkshops 2007: EvoCOMNET, EvoFIN, EvoIASP, EvoINTERACTION, EvoMUSART, EvoSTOC and EvoTRANSLOG, Proceedings (S. 199-207). (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); Band 4448 LNCS). Springer Verlag. https://doi.org/10.1007/978-3-540-71805-5_22

Hochreiter, Ronald. / An evolutionary computation approach to scenario-based risk-return portfolio optimization for general risk measures. Applications of Evolutionary Computing - EvoWorkshops 2007: EvoCOMNET, EvoFIN, EvoIASP, EvoINTERACTION, EvoMUSART, EvoSTOC and EvoTRANSLOG, Proceedings. Springer Verlag, 2007. S. 199-207 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)).

@inproceedings{0d987bc8261546949081ff4851385056,

title = "An evolutionary computation approach to scenario-based risk-return portfolio optimization for general risk measures",

keywords = "Evolutionary computation, General risk measures, Portfolio optimization, Scenario-based financial engineering",

author = "Ronald Hochreiter",

year = "2007",

doi = "10.1007/978-3-540-71805-5\_22",

language = "English",

isbn = "3540718044",

series = "Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)",

publisher = "Springer Verlag",

pages = "199--207",

booktitle = "Applications of Evolutionary Computing - EvoWorkshops 2007",

note = "EvoWorkshops 2007: EvoCOMNET, EvoFIN, EvoIASP, EvoINTERACTION, EvoMUSART, EvoSTOC and EvoTRANSLOG ; Conference date: 11-04-2007 Through 13-04-2007",

}

Hochreiter, R 2007, An evolutionary computation approach to scenario-based risk-return portfolio optimization for general risk measures. in Applications of Evolutionary Computing - EvoWorkshops 2007: EvoCOMNET, EvoFIN, EvoIASP, EvoINTERACTION, EvoMUSART, EvoSTOC and EvoTRANSLOG, Proceedings. Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), Bd. 4448 LNCS, Springer Verlag, S. 199-207, EvoWorkshops 2007: EvoCOMNET, EvoFIN, EvoIASP, EvoINTERACTION, EvoMUSART, EvoSTOC and EvoTRANSLOG, Valencia, Spanien, 11/04/07. https://doi.org/10.1007/978-3-540-71805-5_22

An evolutionary computation approach to scenario-based risk-return portfolio optimization for general risk measures. / Hochreiter, Ronald.
Applications of Evolutionary Computing - EvoWorkshops 2007: EvoCOMNET, EvoFIN, EvoIASP, EvoINTERACTION, EvoMUSART, EvoSTOC and EvoTRANSLOG, Proceedings. Springer Verlag, 2007. S. 199-207 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); Band 4448 LNCS).

Publikation: Beitrag in Buch/Bericht/Konferenzband › Konferenzbeitrag › peer-review

TY - GEN

T1 - An evolutionary computation approach to scenario-based risk-return portfolio optimization for general risk measures

AU - Hochreiter, Ronald

PY - 2007

Y1 - 2007

KW - Evolutionary computation

KW - General risk measures

KW - Portfolio optimization

KW - Scenario-based financial engineering

UR - https://www.scopus.com/pages/publications/34548056512

U2 - 10.1007/978-3-540-71805-5_22

DO - 10.1007/978-3-540-71805-5_22

M3 - Conference contribution

AN - SCOPUS:34548056512

SN - 3540718044

SN - 9783540718048

T3 - Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

SP - 199

EP - 207

BT - Applications of Evolutionary Computing - EvoWorkshops 2007

PB - Springer Verlag

T2 - EvoWorkshops 2007: EvoCOMNET, EvoFIN, EvoIASP, EvoINTERACTION, EvoMUSART, EvoSTOC and EvoTRANSLOG

Y2 - 11 April 2007 through 13 April 2007

ER -

Hochreiter R. An evolutionary computation approach to scenario-based risk-return portfolio optimization for general risk measures. in Applications of Evolutionary Computing - EvoWorkshops 2007: EvoCOMNET, EvoFIN, EvoIASP, EvoINTERACTION, EvoMUSART, EvoSTOC and EvoTRANSLOG, Proceedings. Springer Verlag. 2007. S. 199-207. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)). doi: 10.1007/978-3-540-71805-5_22

An evolutionary computation approach to scenario-based risk-return portfolio optimization for general risk measures

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