IN MEMORIAM: Jayaram Muthuswamy 1952–2021.
- Published in:
- 2022
- By:
- Publication type:
- Obituary
Works matching IS 21585571 AND DT 2022 AND VI 9 AND IP 3/4
Results: 6
1
2
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
- By:
- Publication type:
- Article
3
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
- By:
- Publication type:
- Article
4
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
- By:
- Publication type:
- Article
5
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
- By:
- Publication type:
- Article
6
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
- By:
- Publication type:
- Article