Portfolio Optimization under Market Impact Costs

Created by W.Langdon from gp-bibliography.bib Revision:1.3872

@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