Evolutionary Stochastic Portfolio Optimization

DOI10.1007/978-3-540-77477-8_5zbMath1152.91514OpenAlexW1849359205MaRDI QIDQ3521767

Ronald Hochreiter

Publication date: 26 August 2008

Published in: Natural Computing in Computational Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-77477-8_5

Mathematics Subject Classification ID

Stochastic programming (90C15) Approximation methods and heuristics in mathematical programming (90C59) Portfolio theory (91G10)

Related Items (4)

Scenario Min-Max Optimization and the Risk of Empirical Costs ⋮ Heuristic optimisation in financial modelling ⋮ Adaptive evolutionary algorithms for portfolio selection problems ⋮ Evolutionary Estimation of a Coupled Markov Chain Credit Risk Model

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