Optimal investment with noise trading risk
From MaRDI portal
Publication:732810
DOI10.1007/s11424-008-9132-8zbMath1175.91166MaRDI QIDQ732810
Ken Seng Tan, Yunhui Xu, Zhong-Fei Li
Publication date: 15 October 2009
Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11424-008-9132-8
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Cites Work
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