Optimal Dynamic Trading Strategies with Risk Limits

Operations Research 2008 / 03-04 Vol. 56; Iss. 2

Optimal Dynamic Trading Strategies with Risk Limits

Domenico Cuoco, Hua He and Sergei Isaenko
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Volume:
56
Language:
english
Journal:
Operations Research
DOI:
10.2307/25147192
Date:
March, 2008
File:
PDF, 2.10 MB
english, 2008
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