Affiliation:
1. Finance and Decision Sciences Area; College of Business Administration; University of Rhode Island; RI USA
2. Department of Computer Science and Statistics; University of Rhode Island; RI USA
Subject
Management of Technology and Innovation,Management Science and Operations Research,Strategy and Management,Computer Science Applications,Business and International Management
Reference57 articles.
1. Using multiobjective algorithms to solve the discrete mean-variance portfolio selection;Anagnostopoulos;International Journal of Economics and Finance,2010
2. Global tactical cross-asset allocation: applying value and momentum across asset classes;Blitz;The Journal of Portfolio Management,2008
3. Modeling the coherence in short-run nominal exchange rates: a multivariate generalized ARCH approach;Bollerslev;Review of Economics and Statistics,1990
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9 articles.
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