Intradaily dynamic portfolio selection (Q2445697)

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Intradaily dynamic portfolio selection
scientific article

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    title
    Intradaily dynamic portfolio selection (English)
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    author
    Luc Bauwens
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    Walid Ben Omrane
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    Erick Rengifo
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    publication date
    14 April 2014
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    Mathematics Subject Classification ID
    91G10
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    91G70
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    91B84
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    62P05
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    zbMATH DE Number
    6284751
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    describes a project that uses
    CAViaR
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    Ox
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    OpenAlex ID
    W1977583427
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