Table of contents
About these proceedings
Shown is the application of up-to-date techniques for measuring efficiency, information imperfection and predictability in financial markets. Moreover, trading strategies in commodity future markets, models for the evolution of interest rates and postoptimality analysis in portfolio management are given. A couple of conceptual papers on modelling preference relations are also included.
Bank Management Finanzmärkte Finanzwesen Futures Portfolio calculus finance financial markets linear optimization modeling portfolio management programming stochastics