Evolutionary stochastic portfolio optimization

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

Original language	English
Title of host publication	Natural Computing in Computational Finance
Editors	Anthony Brabazon, Michael O'Neill
Pages	67-87
Number of pages	21
DOIs	https://doi.org/10.1007/978-3-540-77477-8_5
Publication status	Published - 2008
Externally published	Yes

Name	Studies in Computational Intelligence
Volume	100
ISSN (Print)	1860-949X

Access to Document

@inbook{44b136c4651146f1a71ea7e423d53f79,

title = "Evolutionary stochastic portfolio optimization",

author = "Ronald Hochreiter",

year = "2008",

doi = "10.1007/978-3-540-77477-8\_5",

language = "English",

isbn = "9783540774761",

series = "Studies in Computational Intelligence",

pages = "67--87",

editor = "Anthony Brabazon and Michael O'Neill",

booktitle = "Natural Computing in Computational Finance",

}

TY - CHAP

T1 - Evolutionary stochastic portfolio optimization

AU - Hochreiter, Ronald

PY - 2008

Y1 - 2008

UR - https://www.scopus.com/pages/publications/44649108311

U2 - 10.1007/978-3-540-77477-8_5

DO - 10.1007/978-3-540-77477-8_5

M3 - Chapter

AN - SCOPUS:44649108311

SN - 9783540774761

T3 - Studies in Computational Intelligence

SP - 67

EP - 87

BT - Natural Computing in Computational Finance

A2 - Brabazon, Anthony

A2 - O'Neill, Michael

ER -