Optimality of myopic strategies for multi-stock discrete time market with management costs
| Year of publication: |
2010
|
|---|---|
| Authors: | de Moraes, Luciano ; Garcia, Renato ; Ensslin, Leonardo ; da Conceição, Mário José ; de Carvalho, Stella Maris |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 200.2010, 2 (16.1.), p. 551-557
|