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A Stochastic Portfolio Optimization Model with Bounded Memory
Chang, Mou-Hsiung, Pang, Tao, Yang, YipengVolume:
36
Language:
english
Journal:
Mathematics of Operations Research
DOI:
10.1287/moor.1110.0508
Date:
November, 2011
File:
PDF, 254 KB
english, 2011