A method of associated Markov process for studying competitive stock market models with bi-variant quality function within a bank portfolio

MaRDI QIDQ5325142zbMATH OpenFDO

Authors Bogdan Yu. Kyshakevych, A. K. Prykarpats'kyi, I. P. Tverdokhlib

Publication date 8 August 2009

zbMATH Keywords

Markov processportfoliostock market model

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Portfolio theory (91G10) Financial applications of other theories (91G80)

Recommendations

• The study of optimal strategies of a competing stock market model with a bi-variant profit function
• Analysis of optimal strategies for a competing stock market portfolio model with a polyvariant profit function
• Optimal strategy analysis of a competitive portfolio model of tile share market
• Learning Theory
• On modeling the dynamics of portfolio

Cited in

(4)

• Analysis of optimal strategies for a competing stock market portfolio model with a polyvariant profit function
• Optimal strategy analysis of a competitive portfolio model of tile share market
• The study of optimal strategies of a competing stock market model with a bi-variant profit function
• A case study of MCB and SBMH stock transaction using a novel BINMA(1) with non-stationary NB correlated innovations

This page was built for publication: A method of associated Markov process for studying competitive stock market models with bi-variant quality function within a bank portfolio

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5325142)