Narrow search
Showing 1 - 10 of 12
Cover Image
A super criterion for testing portfolio efficiency : empirical evidence on Finnish stock data
Östermark, Ralf - In: European journal of operational research : EJOR 46 (1990) 3, pp. 304-312
Persistent link: https://www.econbiz.de/10001090675
Cover Image
Massively parallel processing of recursive multi-period portfolio models
Östermark, Ralf - In: European journal of operational research : EJOR 259 (2017) 1, pp. 344-366
Persistent link: https://www.econbiz.de/10011644994
Cover Image
Optimal compromising within a multicriterial conflict zone
Östermark, Ralf - In: European journal of operational research : EJOR 2 (1988), pp. 255-262
Persistent link: https://www.econbiz.de/10001065924
Cover Image
Copula-based Black-Litterman portfolio optimization
Sahamkhadam, Maziar; Stephan, Andreas; Östermark, Ralf - In: European journal of operational research : EJOR 297 (2022) 3, pp. 1055-1070
Persistent link: https://www.econbiz.de/10013262000
Cover Image
VARMAX-modelling of blast furnace process variables
Östermark, R.; Saxén, H. - In: European journal of operational research : EJOR 90 (1996) 1, pp. 85-101
Persistent link: https://www.econbiz.de/10006676595
Cover Image
State realization with exogenous variables - A test on blast furnace data
Saxén, H.; Östermark, R. - In: European journal of operational research : EJOR 89 (1996) 1, pp. 34-52
Persistent link: https://www.econbiz.de/10006676776
Cover Image
The impact of information timeliness on the predictability of stock and futures returns: An application of vector models
Östermark, R.; Hernesniemi, H. - In: European journal of operational research : EJOR 85 (1995) 1, pp. 111-131
Persistent link: https://www.econbiz.de/10006681046
Cover Image
The economic value of stocks and call options on the Swedish financial market
Östermark, R.; Aaltonen, J. - In: European journal of operational research : EJOR 74 (1994) 2, pp. 359
Persistent link: https://www.econbiz.de/10006685818
Cover Image
A multipurpose parallel genetic hybrid algorithm for non-linear non-convex programming problems
Östermark, Ralf - In: European journal of operational research : EJOR 152 (2004) 1, pp. 195-214
Persistent link: https://www.econbiz.de/10006648675
Cover Image
Multivariate cointegration analysis of the Finnish-Japanese stock markets
Östermark, Ralf - In: European journal of operational research : EJOR 134 (2001) 3, pp. 498-507
Persistent link: https://www.econbiz.de/10006658061