An advanced approach to algorithmic portfolio management
Z.N.P. Margaronis, R.B. Nath, G.S. Metallinos, Menelaos Karanasos, and Stavroula Yfanti
| Year of publication: |
2023
|
|---|---|
| Authors: | Margaronis, Z. N. P. ; Nath, R. B. ; Metallinos, G. S. ; Karanasos, Menelaos ; Yfanti, Stavroula |
| Published in: |
Essays on Financial Analytics : Applications and Methods. - Cham : Springer International Publishing, ISBN 978-3-031-29050-3. - 2023, p. 243-264
|
| Subject: | Algorithmic trading | AOM | Commodity spreads | Crude oil benchmarks | Portfolio management | PSI | RAP | Portfolio-Management | Portfolio selection | Erdöl | Petroleum | Algorithmus | Algorithm | Elektronisches Handelssystem | Electronic trading | Mathematische Optimierung | Mathematical programming | Benchmarking |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/978-3-031-29050-3_12 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014338846