TY - JOUR U1 - Zeitschriftenartikel, wissenschaftlich - begutachtet (reviewed) A1 - Beyer, Hans-Georg A1 - Finck, Steffen A1 - Breuer, Thomas T1 - Evolution on trees. On the design of an evolution strategy for scenario-based multi-period portfolio optimization under transaction costs JF - Swarm and evolutionary computation KW - Evolution strategy KW - self-adaptation KW - Covariance matrix adaptation KW - portfolio optimization Y1 - 2014 SN - 2210-6502 SS - 2210-6502 U6 - https://doi.org/10.1016/j.swevo.2014.03.002 DO - https://doi.org/10.1016/j.swevo.2014.03.002 VL - o.Jg. IS - Bd. 17 SP - 74 EP - 87 ER -