Optimal investment with noise trading risk
type: Item
instance of: scholarly article
title: Optimal investment with noise trading risk
zbMATH Open document ID: 1175.91166
author: Yunhui Xu
author: Ken Seng Tan
author: Zhongfei Li
published in: Journal of Systems Science and Complexity
publication date: 2009-10-15T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 90C39
zbMATH DE Number: 5615354
zbMATH Keywords: dynamic investment
zbMATH Keywords: noise trade
zbMATH Keywords: overlapping generation
zbMATH Keywords: serial correlation
MaRDI profile type: Publication
full work available at URL: s11424-008-9132-8
OpenAlex ID: W2025824195
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DOI: 10.1007/S11424-008-9132-8
description: scientific article; zbMATH DE number 5615354