Portfolio optimization with a neural network implementation of the coherent market hypothesis

European Journal of Operational Research

Volumn 100, Issue 1, 1997, Pages 27-40

  Steiner, Manfred ^a   Wittkemper, Hans Georg ^a  

^a UNIVERSITY OF MÜNSTER   (Germany)

Author keywords

Capital market research; Finance; Forecasting; Neural nets

Indexed keywords

COMPUTER SIMULATION; FINANCE; FORECASTING; INDUSTRIAL RESEARCH; MARKETING; NEURAL NETWORKS;

CAPITAL MARKET RESEARCH; PORTFOLIO OPTIMIZATION;

OPTIMIZATION;

EID: 0031191656     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0377-2217(95)00339-8     Document Type: Article

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