"A Stochastic Portfolio Optimization Model with Bounded Memory."

Mou-Hsiung Chang, Tao Pang, Yipeng Yang (2011)

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DOI: 10.1287/MOOR.1110.0508

access: closed

type: Journal Article

metadata version: 2018-11-14

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Mou-Hsiung Chang, Tao Pang, Yipeng Yang:
A Stochastic Portfolio Optimization Model with Bounded Memory. Math. Oper. Res. 36(4): 604-619 (2011)

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