Portfolio optimization with a neural network implementation of the coherent market hypothesis
Author: | Manfred SteinerGND, Hans-Georg Wittkemper |
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Frontdoor URL | https://opus.bibliothek.uni-augsburg.de/opus4/24848 |
Parent Title (English): | European Journal of Operational Research |
Publisher: | Elsevier |
Place of publication: | Amsterdam |
Type: | Article |
Language: | English |
Year of first Publication: | 1997 |
Release Date: | 2017/07/21 |
Volume: | 100 |
Issue: | 1 |
First Page: | 27 |
Last Page: | 40 |
DOI: | https://doi.org/10.1016/S0377-2217(95)00339-8 |
Institutes: | Wirtschaftswissenschaftliche Fakultät |