Ronald Hochreiter. Evolutionary Stochastic Portfolio Optimization. In Anthony Brabazon, Michael O Neill, editors, Natural Computing in Computational Finance. Volume 100 of Studies in Computational Intelligence, pages 67-87, Springer, 2008. [doi]
@incollection{Hochreiter08,
title = {Evolutionary Stochastic Portfolio Optimization},
author = {Ronald Hochreiter},
year = {2008},
doi = {10.1007/978-3-540-77477-8_5},
url = {http://dx.doi.org/10.1007/978-3-540-77477-8_5},
tags = {optimization},
researchr = {https://researchr.org/publication/Hochreiter08},
cites = {0},
citedby = {0},
pages = {67-87},
booktitle = {Natural Computing in Computational Finance},
editor = {Anthony Brabazon and Michael O Neill},
volume = {100},
series = {Studies in Computational Intelligence},
publisher = {Springer},
isbn = {978-3-540-77476-1},
}