A Stochastic Portfolio Optimization Model with Bounded Memory
| Year of publication: |
2011
|
|---|---|
| Authors: | Chang, Mou-Hsiung ; Pang, Tao ; Yang, Yipeng |
| Published in: |
Mathematics of operations research. - Linthicum, Md : Inst, ISSN 0364-765X, ZDB-ID 1956838. - Vol. 36.2011, 4 (15.5.), p. 604-620
|