The application of operations research techniques to financial markets
The application of operations research techniques to financial markets
This paper reviews the application of OR to financial markets. After considering reasons for the attractiveness of general finance problems to OR researchers, the main types of financial market problem amenable to OR are identified, and some of the many problems solved using OR are documented
University of Southampton
Board, J.
3ee6543a-c316-41b4-b89a-0e761e0447ce
Sutcliffe, C.
95f94790-b30c-428a-b1d4-4fc9d1555dfe
Ziemba, W.
13b52262-07a9-48e7-af1f-a1c65abb298d
1999
Board, J.
3ee6543a-c316-41b4-b89a-0e761e0447ce
Sutcliffe, C.
95f94790-b30c-428a-b1d4-4fc9d1555dfe
Ziemba, W.
13b52262-07a9-48e7-af1f-a1c65abb298d
Board, J., Sutcliffe, C. and Ziemba, W.
(1999)
The application of operations research techniques to financial markets
(Discussion Papers in Accounting and Management Science, 99-147)
Southampton, UK.
University of Southampton
Record type:
Monograph
(Discussion Paper)
Abstract
This paper reviews the application of OR to financial markets. After considering reasons for the attractiveness of general finance problems to OR researchers, the main types of financial market problem amenable to OR are identified, and some of the many problems solved using OR are documented
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Published date: 1999
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Local EPrints ID: 36094
URI: http://eprints.soton.ac.uk/id/eprint/36094
PURE UUID: d166fcfa-a311-44cc-a82e-7abc4bd0a508
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Date deposited: 24 Apr 2007
Last modified: 11 Dec 2021 15:31
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Author:
J. Board
Author:
C. Sutcliffe
Author:
W. Ziemba
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