Multiperiod Portfolio Management Using Parallel Interior Point Method

Multiperiod Portfolio Management Using Parallel Interior Point Method

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Authors
  • Lucka, Maria
  • Halada, L.
  • Melichercik, I.
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Category
 Paper in Conference Proceedings or in Workshop Proceedings
Event Title
 Proceedings of the Misisymposia, ParCo2003, Dresden, Germany
Divisions
 Scientific Computing
Event Location
 Dresden, Germany
Event Type
 Conference
Event Dates
 NULL
Page Range
 pp. 155-156
Date
 September 2003
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