Board, J., Sutcliffe, C. and Ziemba, W.
The application of operations research techniques to financial markets , Southampton, UK University of Southampton
(Discussion Papers in Accounting and Management Science, 99-147).
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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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