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~subject:"Kapitalanlage Portefeuilleplanung"
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Kapitalanlage Portefeuilleplanung
Data Mining
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Beranek, William
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Mehta, Cyrus R.
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Patel, Nitin R.
1
Subrahmanyam, Marti G.
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Journal of financial and quantitative analysis : JFQA
1
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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Tracking asset volatility by means of a Bayesian switching regression
Mehta, Cyrus R.
;
Beranek, William
- In:
Journal of financial and quantitative analysis : JFQA
17
(
1982
)
2
,
pp. 241-263
Persistent link: https://www.econbiz.de/10002442587
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A simple algorithm for optimal portfolio selection with fixed transaction costs
Patel, Nitin R.
;
Subrahmanyam, Marti G.
- In:
Management science : journal of the Institute for …
28
(
1982
)
3
,
pp. 303-314
Persistent link: https://www.econbiz.de/10002612340
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