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Heuristic methods for stock selection and allocation in an index tracking problem.
- Published in:
- Algorithmic Finance, 2022, v. 9, n. 3/4, p. 103, doi. 10.3233/AF-200367
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- Publication type:
- Article
Investigating Intertrade Durations using Copulas: An Experiment with NASDAQ Data.
- Published in:
- Algorithmic Finance, 2022, v. 9, n. 3/4, p. 81, doi. 10.3233/AF-200362
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- Publication type:
- Article
IN MEMORIAM: Jayaram Muthuswamy 1952–2021.
- Published in:
- 2022
- By:
- Publication type:
- Obituary
Point-to-point stochastic control of a self-financing portfolio.
- Published in:
- Algorithmic Finance, 2022, v. 9, n. 3/4, p. 129, doi. 10.3233/AF-200397
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- Publication type:
- Article
Portfolio optimization with tri-objective for index fund management.
- Published in:
- Algorithmic Finance, 2022, v. 9, n. 3/4, p. 121, doi. 10.3233/AF-200378
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- Publication type:
- Article
Dynamics of information leadership in the volatility complex with trading time changes: Evidence from VIX futures and VIX ETPs.
- Published in:
- Algorithmic Finance, 2022, v. 9, n. 3/4, p. 63, doi. 10.3233/AF-200342
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- Publication type:
- Article