Title of article
Discrete time market with serial correlations and optimal myopic strategies
Author/Authors
Nikolai Dokuchaev، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
15
From page
1090
To page
1104
Keywords
Control , economics , stochastic processes , Optimal portfolio
Journal title
European Journal of Operational Research
Serial Year
2007
Journal title
European Journal of Operational Research
Record number
216538
Link To Document