DOI10.1007/s10559-011-9304-8zbMath1298.91142MaRDI QIDQ464874
J. Herrera, D. Rodríguez-Gómez
Publication date: 30 October 2014 Published in: Cybernetics and Systems Analysis (Search for Journal in Brave) Full work available at URL: https://doi.org/10.1007/s10559-011-9304-8
zbMATH Keywords
optimal strategy; competition; Markov process; stock market; profit function; share portfolio
Mathematics Subject Classification ID
91G10: Portfolio theory