Discrete time market with serial correlations and optimal myopic strategies
| Year of publication: |
2007
|
|---|---|
| Authors: | Dokuchaev, Nikolai |
| Published in: |
European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 177.2007, 2, p. 1090-1104
|
| Publisher: |
Elsevier |