Optimality of myopic strategies for multi-stock discrete time market with management costs
type: Item
instance of: scholarly article
title: Optimality of myopic strategies for multi-stock discrete time market with management costs
zbMATH Open document ID: 1177.91076
published in: European Journal of Operational Research
publication date: 2009-12-14T00:00:00Z
Mathematics Subject Classification ID: 91B26
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 91G80
zbMATH DE Number: 5646322
zbMATH Keywords: finance
zbMATH Keywords: optimal control
zbMATH Keywords: stochastic processes
author: Nikolai Dokuchaev
MaRDI profile type: Publication
full work available at URL: j.ejor.2009.01.028
OpenAlex ID: W1988266755
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DOI: 10.1016/J.EJOR.2009.01.028
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description: scientific article; zbMATH DE number 5646322