Optimality of myopic strategies for multi-stock discrete time market with management costs (Q1042507): Difference between revisions
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Revision as of 01:28, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimality of myopic strategies for multi-stock discrete time market with management costs |
scientific article |
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Optimality of myopic strategies for multi-stock discrete time market with management costs (English)
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14 December 2009
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finance
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optimal control
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stochastic processes
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