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81
Optimal trading with cointegrated pairs of stocks
Yamada, Yuji
;
Primbs, James A.
- In:
Recent advances in financial engineering 2011: …
,
(pp. 183-202)
.
2012
Persistent link: https://www.econbiz.de/10009573431
Saved in:
82
Security analysis and portfolio management system : multi objective chance constrained programming approach
Sharma, Hari P.
;
Jana, R. K.
;
Sharma, Dinesh K.
- In:
The international journal of finance
21
(
2009
)
3
,
pp. 6142-6156
Persistent link: https://www.econbiz.de/10009384461
Saved in:
83
Using compromise programming in a stock market pricing model
Ballestero, Enrique
- In:
Research and practice in multiple criteria decision …
,
(pp. 388-399)
.
2000
Persistent link: https://www.econbiz.de/10001498022
Saved in:
84
Technical analysis and central bank intervention
Neely, Christopher J.
;
Weller, Paul A.
- In:
Journal of international money and finance
20
(
2001
)
7
,
pp. 949-970
Persistent link: https://www.econbiz.de/10001637058
Saved in:
85
Statistik, Ökonometrie, Optimierung : Methoden und ihre praktische Anwendung in
Finanzanalyse
und Portfoliomanagement
Poddig, Thorsten
;
Dichtl, Hubert
;
Petersmeier, Kerstin
-
2003
-
3., erweiterte Auflage
Persistent link: https://www.econbiz.de/10001798045
Saved in:
86
Stripping coupons with linear programming
Allen, David E.
;
Thomas, Lyn C.
;
Zheng, Harry
- In:
The journal of fixed income
10
(
2000
)
2
,
pp. 80-87
Persistent link: https://www.econbiz.de/10001530350
Saved in:
87
Analysing technical analysis
Skouras, Spyros
-
1997
Persistent link: https://www.econbiz.de/10000984054
Saved in:
88
Statistik, Ökonometrie, Optimierung : Methoden und ihre praktische Anwendung in
Finanzanalyse
und Portfoliomanagement
Poddig, Thorsten
;
Dichtl, Hubert
;
Petersmeier, Kerstin
-
2000
Persistent link: https://www.econbiz.de/10001446941
Saved in:
89
Forecasting ability but no profitability : an empirical evaluation of genetic algorithm-optimised technical trading rules
Pereira, Robert
- In:
Evolutionary computation in economics and finance : …
,
(pp. 287-310)
.
2002
Persistent link: https://www.econbiz.de/10001677448
Saved in:
90
Optimizing technical trading strategies with split search genetic algorithms
Tsang, Raymond
;
Lajbcygier, Paul
- In:
Evolutionary computation in economics and finance : …
,
(pp. 333-358)
.
2002
Persistent link: https://www.econbiz.de/10001677456
Saved in:
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