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A super criterion for testing portfolio efficiency : empirical evidence on Finnish stock data
Östermark, Ralf - In: European journal of operational research : EJOR 46 (1990) 3, pp. 304-312
Persistent link: https://www.econbiz.de/10001090675
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Portfolio efficiency of capital asset pricing models : empirical evidence on thin stock markets
Östermark, Ralf - 1990
Persistent link: https://www.econbiz.de/10000799612
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Vector forecasting and dynamic portfolio selection : empirical efficiency of recursive multiperiod strategies
Östermark, Ralf - 1989
Persistent link: https://www.econbiz.de/10000772990
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A fuzzy control model (FCM) for dynamic portfolio management
Östermark, Ralf - 1994
Persistent link: https://www.econbiz.de/10000879611
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On the relationship between the empirical market line for the Finnish stock exchange and international evidence
Östermark, Ralf - In: Liiketaloudellinen aikakauskirja 36 (1987) 3, pp. 244-259
Persistent link: https://www.econbiz.de/10001036494
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Portfolio efficiency of a dynamic capital asset pricing model : empirical evidence on Finnish and Swedish stock data
Östermark, Ralf - In: Empirical economics : a journal of the Institute for … 18 (1993) 1, pp. 75-93
Persistent link: https://www.econbiz.de/10001140542
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Portfolio efficiency of a dynamic capital asset pricing model : empirical evidence on Finnish and Swedish stock data
Östermark, Ralf - 1988
Persistent link: https://www.econbiz.de/10000755344
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Massively parallel processing of recursive multi-period portfolio models
Östermark, Ralf - In: European journal of operational research : EJOR 259 (2017) 1, pp. 344-366
Persistent link: https://www.econbiz.de/10011644994
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Recursive portfolio management : large-scale evidence from two Scandinavian stock markets
Östermark, Ralf; Aaltonen, Jaana - 1991
Persistent link: https://www.econbiz.de/10000822401