Financial Markets and Portfolio Management

, Volume 15, Issue 2, pp 201–211 | Cite as

Applying multivariate time series forecasts for active portfolio management

  • Momtchil Pojarliev
  • Wolfgang Polasek


Time Series Portfolio Management Multivariate Time Series Time Series Forecast Active Portfolio 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


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Copyright information

© Swiss Society for Financial Market Research 2001

Authors and Affiliations

  • Momtchil Pojarliev
    • 1
  • Wolfgang Polasek
    • 2
  1. 1.INVESCO Asset ManagementFrankfurt
  2. 2.University of BaselBasel

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