Concepedia

Ralf Östermark

RÖ

34

Publications

824

Citations

17

H-Index

1987

Active since

Affiliations

Åbo Akademi University(Current)

Jönköping University

Airlangga University

Research Council of Finland

Linnaeus University

Ralf Östermark is an author at Åbo Akademi University specializing in business, finance, and asset pricing.

Top concepts

BusinessFinanceEngineeringAsset PricingSystems EngineeringManagementEconomicsFuzzy LogicOperations ResearchPortfolio Optimization

Publications per year

1987–2021

34

Publications

34

Portfolio optimization based on GARCH-EVT-Copula forecasting models

Maziar Sahamkhadam, Andreas Stephan, Ralf Östermark · International Journal of Forecasting · 2018 · 78 citations

Portfolio Optimization, Asset Pricing, Portfolio Selection +7

VARMAX-modelling of blast furnace process variables

Ralf Östermark, Henrik Saxén · European Journal of Operational Research · 1996 · 52 citations

Engineering, Industrial Engineering, Process Simulation Model +5

A fuzzy control model (FCM) for dynamic portfolio management

Ralf Östermark · Fuzzy Sets and Systems · 1996 · 45 citations

Fuzzy Logic, Fuzzy Systems, Portfolio Optimization +9

Vector forecasting and dynamic portfolio selection: Empirical efficiency of recursive multiperiod strategies

Ralf Östermark · European Journal of Operational Research · 1991 · 41 citations

Portfolio Optimization, Asset Pricing, Vector Forecasting +12

Solving Irregular Econometric and Mathematical Optimization Problems with a Genetic Hybrid Algorithm

Ralf Östermark · Computational Economics · 1999 · 40 citations

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