Portfolio optimization under different risk constraints with modified memetic algorithms - Research portal of Justus Liebig University Giessen:

Working paper/research report

Portfolio optimization under different risk constraints with modified memetic algorithms

Authors list: Maringer, D.G.; Winker, P.

Publication year: 2003

Title of series: Universität Erfurt, Staatswissenschaftliche Fakultät, Discussion Paper

Number in series: 2003,005E

Authors/Editors

- Uni.-Prof. Dr. Peter Winker

Citation Styles

Harvard Citation style: Maringer, D. and Winker, P. (2003) Portfolio optimization under different risk constraints with modified memetic algorithms. (Universität Erfurt, Staatswissenschaftliche Fakultät, Discussion Paper, 2003,005E). Erfurt: Universität Erfurt, Staatswissenschaftliche Fakultät

APA Citation style: Maringer, D., & Winker, P. (2003). Portfolio optimization under different risk constraints with modified memetic algorithms. (Universität Erfurt, Staatswissenschaftliche Fakultät, Discussion Paper, 2003,005E). Universität Erfurt, Staatswissenschaftliche Fakultät.