Multiperiod Portfolio Management Using Parallel Interior Point Method

Ladislav Halada, Mária Lucká, Igor Melichercik. Multiperiod Portfolio Management Using Parallel Interior Point Method. In Gerhard R. Joubert, Wolfgang E. Nagel, Frans J. Peters, Wolfgang V. Walter, editors, Parallel Computing: Software Technology, Algorithms, Architectures and Applications, PARCO 2003, Dresden, Germany. Volume 13 of Advances in Parallel Computing, pages 853-860, Elsevier, 2003.

Authors

Ladislav Halada

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Mária Lucká

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Igor Melichercik

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