AN OPTIMAL TRADING STRATEGY FOR PARTICIPATING POLICIES(Special Issue on Theory, Methodology and Applications in Financial Engneering) (Q4803746)
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scientific article; zbMATH DE number 1895593
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | AN OPTIMAL TRADING STRATEGY FOR PARTICIPATING POLICIES(Special Issue on Theory, Methodology and Applications in Financial Engneering) |
scientific article; zbMATH DE number 1895593 |
Statements
AN OPTIMAL TRADING STRATEGY FOR PARTICIPATING POLICIES(Special Issue on Theory, Methodology and Applications in Financial Engneering) (English)
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2002
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asset portfolio
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martingale method
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0.8852595686912537
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0.8363299369812012
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0.7883144021034241
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0.767732560634613
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0.7575177550315857
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