An evolutionary optimization approach to risk parity portfolio selection

Ronald Hochreiter

doi:10.1007/978-3-319-16549-3_23

An evolutionary optimization approach to risk parity portfolio selection

Ronald Hochreiter

Vienna University of Economics and Business

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

Original language	English
Title of host publication	Applications of Evolutionary Computation - 18th European Conference, EvoApplications 2015, Proceedings
Editors	Giovanni Squillero, Antonio M. Mora
Publisher	Springer Verlag
Pages	279-288
Number of pages	10
ISBN (Electronic)	9783319165486
DOIs	https://doi.org/10.1007/978-3-319-16549-3_23
Publication status	Published - 2015
Externally published	Yes
Event	18th European Conference on the Applications of Evolutionary Computation, EvoApplications 2015 - Copenhagen, Denmark Duration: 8 Apr 2015 → 10 Apr 2015

Publication series

Name	Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Volume	9028
ISSN (Print)	0302-9743
ISSN (Electronic)	1611-3349

Conference

Conference	18th European Conference on the Applications of Evolutionary Computation, EvoApplications 2015
Country/Territory	Denmark
City	Copenhagen
Period	8/04/15 → 10/04/15

Access to Document

10.1007/978-3-319-16549-3_23

Cite this

Hochreiter, R. (2015). An evolutionary optimization approach to risk parity portfolio selection. In G. Squillero, & A. M. Mora (Eds.), Applications of Evolutionary Computation - 18th European Conference, EvoApplications 2015, Proceedings (pp. 279-288). (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); Vol. 9028). Springer Verlag. https://doi.org/10.1007/978-3-319-16549-3_23

Hochreiter, Ronald. / An evolutionary optimization approach to risk parity portfolio selection. Applications of Evolutionary Computation - 18th European Conference, EvoApplications 2015, Proceedings. editor / Giovanni Squillero ; Antonio M. Mora. Springer Verlag, 2015. pp. 279-288 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)).

@inproceedings{aea9582795af4e7f888ee32a6f7f77d7,

title = "An evolutionary optimization approach to risk parity portfolio selection",

author = "Ronald Hochreiter",

note = "Publisher Copyright: {\textcopyright} Springer International Publishing Switzerland 2015.; 18th European Conference on the Applications of Evolutionary Computation, EvoApplications 2015 ; Conference date: 08-04-2015 Through 10-04-2015",

year = "2015",

doi = "10.1007/978-3-319-16549-3\_23",

language = "English",

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

publisher = "Springer Verlag",

pages = "279--288",

editor = "Giovanni Squillero and Mora, \{Antonio M.\}",

booktitle = "Applications of Evolutionary Computation - 18th European Conference, EvoApplications 2015, Proceedings",

}

Hochreiter, R 2015, An evolutionary optimization approach to risk parity portfolio selection. in G Squillero & AM Mora (eds), Applications of Evolutionary Computation - 18th European Conference, EvoApplications 2015, Proceedings. Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), vol. 9028, Springer Verlag, pp. 279-288, 18th European Conference on the Applications of Evolutionary Computation, EvoApplications 2015, Copenhagen, Denmark, 8/04/15. https://doi.org/10.1007/978-3-319-16549-3_23

An evolutionary optimization approach to risk parity portfolio selection. / Hochreiter, Ronald.
Applications of Evolutionary Computation - 18th European Conference, EvoApplications 2015, Proceedings. ed. / Giovanni Squillero; Antonio M. Mora. Springer Verlag, 2015. p. 279-288 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); Vol. 9028).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

TY - GEN

T1 - An evolutionary optimization approach to risk parity portfolio selection

AU - Hochreiter, Ronald

N1 - Publisher Copyright: © Springer International Publishing Switzerland 2015.

PY - 2015

Y1 - 2015

UR - https://www.scopus.com/pages/publications/84925871387

U2 - 10.1007/978-3-319-16549-3_23

DO - 10.1007/978-3-319-16549-3_23

M3 - Conference contribution

AN - SCOPUS:84925871387

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

SP - 279

EP - 288

BT - Applications of Evolutionary Computation - 18th European Conference, EvoApplications 2015, Proceedings

A2 - Squillero, Giovanni

A2 - Mora, Antonio M.

PB - Springer Verlag

T2 - 18th European Conference on the Applications of Evolutionary Computation, EvoApplications 2015

Y2 - 8 April 2015 through 10 April 2015

ER -

Hochreiter R. An evolutionary optimization approach to risk parity portfolio selection. In Squillero G, Mora AM, editors, Applications of Evolutionary Computation - 18th European Conference, EvoApplications 2015, Proceedings. Springer Verlag. 2015. p. 279-288. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)). doi: 10.1007/978-3-319-16549-3_23

An evolutionary optimization approach to risk parity portfolio selection

Publication series

Conference

Access to Document

Other files and links

Fingerprint

Cite this