Optimality of myopic strategies for multi-stock discrete time market with management costs-Reference-Cited by-同舟云学术

Optimality of myopic strategies for multi-stock discrete time market with management costs

Published:2010-01 Issue:2 Volume:200 Page:551-556
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Dokuchaev Nikolai

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modeling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference33 articles.

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5. Discrete time market with serial correlations and optimal myopic strategies;Dokuchaev;European Journal of Operational Research,2007

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