Vector forecasting and dynamic portfolio selection: Empirical efficiency of recursive multiperiod strategies
type: Item
instance of: scholarly article
title: Vector forecasting and dynamic portfolio selection: Empirical efficiency of recursive multiperiod strategies
zbMATH Open document ID: 0729.90990
DOI: 10.1016/0377-2217(91)90190-7
author: Ralf Östermark
published in: European Journal of Operational Research
publication date: 1991-01-01T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91B62
Mathematics Subject Classification ID: 90C90
Mathematics Subject Classification ID: 90C05
Mathematics Subject Classification ID: 90-08
Mathematics Subject Classification ID: 90B50
zbMATH DE Number: 4207750
MaRDI profile type: Publication
full work available at URL: 0377-2217(91)90190-7
OpenAlex ID: W2016053209
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description: scientific article; zbMATH DE number 4207750