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Evolutionary Multiperiod Asset Allocation

Stefania Baglioni, Dario Sorbello, Célia da Costa Pereira, Andrea Tettamanzi. Evolutionary Multiperiod Asset Allocation. In L. Darrell Whitley, David E. Goldberg, Erick Cantú-Paz, Lee Spector, Ian C. Parmee, Hans-Georg Beyer, editors, Proceedings of the Genetic and Evolutionary Computation Conference (GECCO 00), Las Vegas, Nevada, USA, July 8-12, 2000. pages 597-604, Morgan Kaufmann, 2000.

Authors

Stefania Baglioni

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Dario Sorbello

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Célia da Costa Pereira

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Andrea Tettamanzi

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