Optimal Dynamic Trading Strategies with Risk Limits

DOI10.1287/opre.1070.0433zbMath1167.91365OpenAlexW3123079000MaRDI QIDQ3392176

Hua He, Sergei Isaenko, Domenico Cuoco

Publication date: 13 August 2009

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/25ab73afb38905509f0e9bb462b8f8ce2f0d33fc

Mathematics Subject Classification ID

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