Dynamic portfolio management under competing representations

DOI10.1108/03684920510614795zbMath1139.91338OpenAlexW2065497711MaRDI QIDQ3374171

Ralf Oestermark

Publication date: 9 March 2006

Published in: Kybernetes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1108/03684920510614795

Mathematics Subject Classification ID

Related Items (3)

A parallel fuzzy GMM-algorithm for approximate VGARCH-modeling with a multi-modal discontinuous merit function ⋮ Concurrent processing of heteroskedastic vector-valued mixture density models ⋮ Massively parallel processing of recursive multi-period portfolio models

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