Optimality of myopic strategies for multi-stock discrete time market with management costs
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Publication:1042507
DOI10.1016/j.ejor.2009.01.028zbMath1177.91076OpenAlexW1988266755MaRDI QIDQ1042507
Publication date: 14 December 2009
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2009.01.028
Economic time series analysis (91B84) Financial applications of other theories (91G80) Auctions, bargaining, bidding and selling, and other market models (91B26)
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