Östermark, Ralf

name

• Östermark, Ralf

Authored works

• A change-constraint programming approach to the CAPM
• A computerized approach to Keynesian economics
• A flexible multicomputer algorithm for artificial neural networks
• A fuzzy control model (FCM) for dynamic portfolio management
• Arbitrage pricing models for two Scandinavian stock markets
• Aspiration profile preserving compromising within an efficient multicriterial conflict zone
• Connecting expert system features to a multiple criteria programming based decision support system
• Designing financial model architectures : a study of managerial decision support
• Dynamic stability and cross-sectional invariance of the arbitrage pricing model in two Scandinavian stock markets
• Dynamic statibility and cross-sectional invariance of the factor structures in two Scandinavian economies
• Efficient time series models of Finnish stock returns obtained with a Cartesian ARIMA search algorithm
• Empirical evidence on the CAPM in two Scandinavian stock exchanges
• Empirical evidence on the dynamics of economic forces on a thin stock market
• Empirical testing of the arbitrage printing theory on the Finnish stock market
• Finalismi ja yrityskybernetiikka : Finalism and managerial cybernetics
• General premises for DSS-oriented corporate planning
• Internationell finansiering med multipla valutor : en explorativ studie av kursdifferensredovisningens internlogik
• Introducing economic friction in option pricing
• Kirjanpidon sääntelyn tavoitteisuus : oikeustieteellinen tutkimus hypoteettisten tavoitepreferenssien merkityksestä viranomaiskäytännön analysoinnissa = Goals of the legal regulation of bookkeeping : a legal study of the relevance of hypothetical goal preferences in the analysis of authoritarian decision practice
• Lead-lag relations and cointegration in two Scandinavian stock markets
• Linear goal and multiobjective programming in financial planning : theoretical observations and a set of applications
• Measuring the impact of information timeless on the predictability of stock index and stock index futures returns : an application of vector models
• Modeling multiple-input vector-valued time series processes by a multi-layer neural net topology
• Modeling vector-valued multiple input stochastic processes with ridge, spectral and space methodology
• Modelling dynamic systems with biased regression and spectral methods : comparative evidence in the time and frequency domains
• Multiple Factor-GARCH modelling of global asset returns
• Multiple input transfer function noise modelling : a time and frequency domain algorithm
• Multivariate methods in accounting and finance
• On the heteroscedasticity of the Finnish cash and derivatives markets
• Optimal compromising with an efficient multicriterial conflict zone
• Parallel implementation of a VARMAX algorithm
• Parametric stability of interior point methods for linear programming : evidence on solving portfolio problems on high performance computers
• Parametrisk sensitivitetsanalys av kömodellen (M/M/C): (GD/oo/oo)
• Partialmodeller för beslutsstödande redovisningssystem
• Polynomical convergence to the efficient set of polytopes by interior point methodology : application: multiperiod programing under risk
• Portfolio efficiency of a dynamic capital asset pricing model : empirical evidence on Finnish and Swedish stock data
• Portfolio efficiency of APT and CAPM in two Scandinavian stock exchanges
• Portfolio efficiency of capital asset pricing models : empirical evidence and theoretical extensions
• Portfolio efficiency of the Capital Asset Pricing Model based on Kalman filtered beta estimates
• Portfolio efficiency of univariate time series models empirical evidence on Finnish and Swedish stock data
• Portfolio simulation : a DSS approach to portfolio analysis
• Predictability of individual stock returns on the Finnish and Swedish stock markets
• Prioritering av bokslutsdispositioner : en kombinerad simulerings- och optimeringsansats
• Privatdepositioners utvecklingsprocess och ekonomiska determinanter
• Recursive portfolio management : large-scale evidence from two Scandinavian stock markets
• Räntedifferentiering och kreditransonering : stokastiska optimalitetsvillkor för räntereglerade monopolbanker
• Separating trend and cyclical dynamics in state space models with exogenous inputs : (evidence from the U.S. and Scandinavian Economies)
• Strategisk bokslutsplanering
• Structural modelling of global capital asset pricing
• Synpunkter på juridisk beslutslogik : en analys av metanormers beslutsdimensioner
• Testing the relevance of accounting numbers in security valuation : a structural model with Scandinavian data
• The Cartesian ARIMA search algorithm
• The efficiency of recursive investment strategies for a combined portfolio of stocks and call options : empirical evidence on the Swedish stock market
• The forecasting performance of a VARMAX-search algorithm and a state space algorithm with exogenous variables
• The forecasting performance of Cartesian ARIMA search and a vector-valued state space model : empirical evidence on Finnish and Swedish stock data
• The forecasting performance of VARMAX and rotated state algorithms
• The structural relationship between financial ratios and capital asset pricing
• Time series evidence of impacts of the U.S. economy on the Scandinavian economy : (by state space modeling)
• VARMAX-modeling of blast furnace process variables
• Vector forecasting and dynamic portfolio selection : empirical efficiency of recursive multiperiod strategies
• Visualization of financial planning models : the case of MCDM in commercial banking

Works contributed to

• Identification of multiple input transfer function noise models : a regression approach
• Interactive heuristics vs. optimization as planning strategies
• Modelling the heteroscedasticity of the Finnish stock index and stock index futures series
• Modelling VARMAX-processes by extended sample autocorrelation and linear regression techniques
• Nonlinear modelling of the Finnish banking and finance branch index
• Optimal portfolio strategies given perfect information : empirical evidence on thin stock markets
• Predictability of financial distress in Finnish conditions
• Solving a diffusion equation on concurrent processors and a set of high performance computers
• State realization with exogenous variables : a case study on blast furnace data

Works about Östermark, Ralf