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.
@inproceedings{HaladaLM03,
title = {Multiperiod Portfolio Management Using Parallel Interior Point Method},
author = {Ladislav Halada and Mária Lucká and Igor Melichercik},
year = {2003},
researchr = {https://researchr.org/publication/HaladaLM03},
cites = {0},
citedby = {0},
pages = {853-860},
booktitle = {Parallel Computing: Software Technology, Algorithms, Architectures and Applications, PARCO 2003, Dresden, Germany},
editor = {Gerhard R. Joubert and Wolfgang E. Nagel and Frans J. Peters and Wolfgang V. Walter},
volume = {13},
series = {Advances in Parallel Computing},
publisher = {Elsevier},
isbn = {0-444-51689-1},
}