A discrete-time benchmark tracking problem in two markets subject to random environments
Héctor Jasso-Fuentes, Gladys D. Salgado-Suárez
| Year of publication: |
2024
|
|---|---|
| Authors: | Jasso-Fuentes, Héctor ; Salgado-Suárez, Gladys D. |
| Published in: |
OR spectrum : quantitative approaches in management. - Berlin : Springer, ISSN 1436-6304, ZDB-ID 1467029-X. - Vol. 46.2024, 4, p. 1265-1294
|
| Subject: | Benchmark tracking problems | Decision processes | Random environment | Random walks | Theorie | Theory | Benchmarking | Random Walk | Random walk |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00291-024-00767-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015188656