Pages that link to "Item:Q636696"

The following pages link to Optimal portfolio selection with liability management and Markov switching under constrained variance (Q636696):

Displaying 2 items.

• Multiobjective portfolio optimization of ARMA-GARCH time series based on experimental designs (Q342247) (← links)
• Stock market prediction and portfolio selection models: a survey (Q1788855) (← links)