Recursive portfolio management: Large-scale evidence from two Scandinavian stock markets (Q4018051): Difference between revisions

@@ Property / author @@
-Ralf Oestermark
@@ Property / author: Ralf Oestermark / rank @@
-Normal rank
@@ Property / author @@
+Ralf Oestermark
@@ Property / author: Ralf Oestermark / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+A monotonic projective algorithm for fractional linear programming
+Normal rank
@@ Property / cites work @@
+Optimal Portfolios with One Safe and One Risky Asset: Effects of Changes in Rate of Return and Risk
+Normal rank
@@ Property / cites work @@
+A multiplicative barrier function method for linear programming
+Normal rank
@@ Property / cites work @@
+A new polynomial-time algorithm for linear programming
+Normal rank
@@ Property / cites work @@
+BOND PORTFOLIO OPTIMIZATION BY BILINEAR FRACTIONAL PROGRAMMING
+Normal rank
@@ Property / cites work @@
+On fuzzy linear programming
@@ Property / cites work: On fuzzy linear programming / rank @@
+Normal rank
@@ Property / cites work @@
+Q4037189
@@ Property / cites work: Q4037189 / rank @@
+Normal rank
@@ Property / cites work @@
+Fuzzy linear constraints in the capital asset pricing model
+Normal rank
@@ Property / cites work @@
+Vector forecasting and dynamic portfolio selection: Empirical efficiency of recursive multiperiod strategies
+Normal rank
@@ Property / cites work @@
+Large-Scale Portfolio Optimization
@@ Property / cites work: Large-Scale Portfolio Optimization / rank @@
+Normal rank
@@ Property / cites work @@
+A Diffusion Model for Optimal Portfolio Selection in the Presence of Brokerage Fees
+Normal rank
@@ Property / cites work @@
+An extension of Karmarkar's algorithm for linear programming using dual variables
+Normal rank
@@ Property / cites work @@
+Fuzzy sets
@@ Property / cites work: Fuzzy sets / rank @@
+Normal rank
@@ Property / cites work @@
+Fuzzy programming and linear programming with several objective functions
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/bf00436483
+Normal rank
@@ Property / OpenAlex ID @@
+W2080152090
@@ Property / OpenAlex ID: W2080152090 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:4018051