Portfolio Optimization under Market Impact Costs

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@InProceedings{Oesch:2013:CEC,

• article_id = "1171",
• author = "Christian Oesch and Dietmar Maringer",
• title = "Portfolio Optimization under Market Impact Costs",
• booktitle = "2013 IEEE Conference on Evolutionary Computation",
• volume = "1",
• year = "2013",
• month = jun # " 20-23",
• editor = "Luis Gerardo {de la Fraga}",
• pages = "1--7",
• address = "Cancun, Mexico",
• keywords = "genetic algorithms, genetic programming, grammatical evolution",
• isbn13 = "978-1-4799-0453-2",
• DOI = "doi:10.1109/CEC.2013.6557546",
• notes = "CEC 2013 - A joint meeting of the IEEE, the EPS and the IET.",

}

Genetic Programming entries for Christian Oesch Dietmar G Maringer

Citations