Numerical simulations of a portfolio selection model with information cost

zbMATH Open1017.91034MaRDI QIDQ2731431

Przemysław Kowalik, Tadeusz Banek, Edward Kozłowski

Publication date: 4 September 2003

Published in: Control and Cybernetics (Search for Journal in Brave)

zbMATH Keywords

portfolionumerical simulationpurchase of information

Mathematics Subject Classification ID

Portfolio theory (91G10)

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