Evolutionary Stochastic Portfolio Optimization

DOI10.1007/978-3-540-77477-8_5MaRDI QIDQ3521767zbMATH OpenOpenAlexFDO

Authors 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)

Recommendations

• Evolutionary Strategies for Building Risk-Optimal Portfolios
• scientific article; zbMATH DE number 5147449
• Stochastic optimization for portfolio selection problem with mean absolute negative deviation measure
• scientific article; zbMATH DE number 2086444
• scientific article; zbMATH DE number 7239782

Cited in

(13)

• Heuristic optimisation in financial modelling
• Portfolio optimization using Laplacian biogeography based optimization
• Evolutionary estimation of a coupled Markov chain credit risk model
• Portfolio performance measurement using differential evolution
• scientific article; zbMATH DE number 5147449 (Why is no real title available?)
• Scenario MIN-MAX optimization and the risk of empirical costs
• Evolutionary Strategies for Building Risk-Optimal Portfolios
• scientific article; zbMATH DE number 5623987 (Why is no real title available?)
• scientific article; zbMATH DE number 2086444 (Why is no real title available?)
• Stochastic optimization for portfolio selection problem with mean absolute negative deviation measure
• Wavelet evolutionary network for complex-constrained portfolio rebalancing
• Maximum Entropy Bi-Objective Model and its Evolutionary Algorithm for Portfolio Optimization
• Adaptive evolutionary algorithms for portfolio selection problems

This page was built for publication: Evolutionary Stochastic Portfolio Optimization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3521767)