Alternative algorithms for the MacRae OLCV strategy
Alfred L. Norman
| Year of publication: |
1984
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|---|---|
| Authors: | Norman, Alfred L. |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 7.1984, 1, p. 21-37
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| Subject: | Programming |
| Type of publication: | Article |
|---|---|
| Notes: | OLCV = Open loop constrained variance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002584363