Optimality of myopic strategies for multi-stock discrete time market with management costs (Q1042507)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimality of myopic strategies for multi-stock discrete time market with management costs |
scientific article |
Statements
Optimality of myopic strategies for multi-stock discrete time market with management costs (English)
0 references
14 December 2009
0 references
finance
0 references
optimal control
0 references
stochastic processes
0 references
0 references
0 references
