Recursive portfolio management: Large-scale evidence from two Scandinavian stock markets

DOI10.1007/BF00436483zbMath0825.90048OpenAlexW2080152090MaRDI QIDQ4018051

Jaana Aaltonen, Ralf Oestermark

Publication date: 16 January 1993

Published in: Computer Science in Economics and Management (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00436483

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Multi-objective and goal programming (90C29) Linear programming (90C05)

Related Items (2)

A fuzzy control model (FCM) for dynamic portfolio management ⋮ Dynamic portfolio management under competing representations

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