Discrete time market with serial correlations and optimal myopic strategies
From MaRDI portal
Publication:856298
DOI10.1016/j.ejor.2006.01.004zbMath1111.90059MaRDI QIDQ856298
Publication date: 7 December 2006
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/20.500.11937/23003
Related Items
Optimal investment with noise trading risk, Portfolio selection in stochastic markets with HARA utility functions, Optimality of myopic strategies for multi-stock discrete time market with management costs
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