Optimality of myopic strategies for multi-stock discrete time market with management costs (Q1042507)
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scientific article; zbMATH DE number 5646322
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimality of myopic strategies for multi-stock discrete time market with management costs |
scientific article; zbMATH DE number 5646322 |
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Optimality of myopic strategies for multi-stock discrete time market with management costs (English)
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14 December 2009
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finance
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optimal control
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stochastic processes
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0.8961455
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0.87283343
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0.8554335
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0.85254216
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0.8467461
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0.8458824
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0.8450009
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0.8443551
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0.84381425
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