Discrete time market with serial correlations and optimal myopic strategies (Q856298)
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scientific article; zbMATH DE number 5078534
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| English | Discrete time market with serial correlations and optimal myopic strategies |
scientific article; zbMATH DE number 5078534 |
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Discrete time market with serial correlations and optimal myopic strategies (English)
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7 December 2006
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control
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economics
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stochastic processes
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optimal portfolio
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0.87612706
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0.87283343
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0.8589451
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0.85596555
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0.8522651
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0.8425783
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0.8360326
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0.83569884
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0.8337573
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