Portfolio Optimization With Markov-Modulated Stock Prices...

Portfolio Optimization With Markov-Modulated Stock Prices and Interest Rates

Bauerle, N., Rieder, U.
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
49
Language:
english
Journal:
IEEE Transactions on Automatic Control
DOI:
10.1109/tac.2004.824471
Date:
March, 2004
File:
PDF, 239 KB
english, 2004
Conversion to is in progress
Conversion to is failed