Parallelization and Performance of Portfolio Choice Models

Ahmed Abdelkhalek, Angelos Bilas, Alexander Michaelides. Parallelization and Performance of Portfolio Choice Models. In Lionel M. Ni, Mateo Valero, editors, Proceedings of the 2001 International Conference on Parallel Processing, ICPP 2002, 3-7 September 2001, Valencia, Spain. pages 277-286, IEEE Computer Society, 2001. [doi]