Analysis of optimal strategies for a competing stock market portfolio model with a polyvariant profit function
From MaRDI portal
Publication:464874
DOI10.1007/S10559-011-9304-8zbMATH Open1298.91142OpenAlexW1993436084MaRDI QIDQ464874FDOQ464874
Authors: B. Yu. Kyshakevych, A. K. Prykarpats'kyi, I. P. Tverdokhlib 
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
Recommendations
- The study of optimal strategies of a competing stock market model with a bi-variant profit function
- A method of associated Markov process for studying competitive stock market models with bi-variant quality function within a bank portfolio
- Optimal strategy analysis of a competitive portfolio model of tile share market
- Some trading strategies on the securities market
- The optimal portfolio strategy under different utility functions
Cites Work
- Optimum consumption and portfolio rules in a continuous-time model
- Portfolio Selection with Transaction Costs
- European Option Pricing with Transaction Costs
- Title not available (Why is that?)
- The study of optimal strategies of a competing stock market model with a bi-variant profit function
- Title not available (Why is that?)
- Title not available (Why is that?)
Cited In (4)
- Optimal strategy analysis of a competitive portfolio model of tile share market
- Optimization of market stochastic dynamics
- The study of optimal strategies of a competing stock market model with a bi-variant profit function
- A method of associated Markov process for studying competitive stock market models with bi-variant quality function within a bank portfolio
This page was built for publication: Analysis of optimal strategies for a competing stock market portfolio model with a polyvariant profit function
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q464874)
