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Approximate Non-Similar critical values
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Asymptotic Maximized Monte Carlo
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Capital growth
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Sriananthakumar, Sivagowry
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Economic modelling
Computers & operations research : and their applications to problems of world concern ; an international journal
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International journal of production research
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European journal of operational research : EJOR
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Physica A: Statistical Mechanics and its Applications
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Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel
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Networks and spatial economics : a journal of infrastructure modeling and computation
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Approximate Non-Similar critical values based tests vs Maximized Monte Carlo tests
Sriananthakumar, Sivagowry
- In:
Economic modelling
49
(
2015
),
pp. 387-394
Persistent link: https://www.econbiz.de/10011439597
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2
Dynamic optimal capital growth with risk constraints
Yong, Luo
;
Zhu, Bo
;
Yong, Tang
- In:
Economic modelling
30
(
2013
),
pp. 586-594
Persistent link: https://www.econbiz.de/10009708829
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