A stochastic portfolio optimization model with bounded memory
Mou-Hsiung Chang; Tao Pang; Yipeng Yang
| Year of publication: |
2011
|
|---|---|
| Authors: | Chang, Mou-hsiung ; Pang, Tao ; Yang, Yipeng |
| Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 36.2011, 4, p. 604-619
|
| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009405906