Optimal Dynamic Trading Strategies with Risk Limits

Operations Research 2008 / 04 Vol. 56; Iss. 2

Optimal Dynamic Trading Strategies with Risk Limits

Cuoco, Domenico, He, Hua, Isaenko, Sergei
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Volume:
56
Language:
english
Journal:
Operations Research
DOI:
10.1287/opre.1070.0433
Date:
April, 2008
File:
PDF, 334 KB
english, 2008
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