Active Portfolio Management under a Downside Risk Framework: Comparison of a Hybrid Nature - Inspired Scheme

Vassilios Vassiliadis, Nikos S. Thomaidis, Georgios Dounias. Active Portfolio Management under a Downside Risk Framework: Comparison of a Hybrid Nature - Inspired Scheme. In Emilio Corchado, Xindong Wu, Erkki Oja, Álvaro Herrero, Bruno Baruque, editors, Hybrid Artificial Intelligence Systems, 4th International Conference, HAIS 2009, Salamanca, Spain, June 10-12, 2009. Proceedings. Volume 5572 of Lecture Notes in Computer Science, pages 702-712, Springer, 2009. [doi]

@inproceedings{VassiliadisTD09,
  title = {Active Portfolio Management under a Downside Risk Framework: Comparison of a Hybrid Nature - Inspired Scheme},
  author = {Vassilios Vassiliadis and Nikos S. Thomaidis and Georgios Dounias},
  year = {2009},
  doi = {10.1007/978-3-642-02319-4_85},
  url = {http://dx.doi.org/10.1007/978-3-642-02319-4_85},
  researchr = {https://researchr.org/publication/VassiliadisTD09},
  cites = {0},
  citedby = {0},
  pages = {702-712},
  booktitle = {Hybrid Artificial Intelligence Systems, 4th International Conference, HAIS 2009, Salamanca, Spain, June 10-12, 2009. Proceedings},
  editor = {Emilio Corchado and Xindong Wu and Erkki Oja and Álvaro Herrero and Bruno Baruque},
  volume = {5572},
  series = {Lecture Notes in Computer Science},
  publisher = {Springer},
  isbn = {978-3-642-02318-7},
}