A Stochastic Portfolio Optimization Model with Bounded Memory

Title
A Stochastic Portfolio Optimization Model with Bounded Memory
Authors
Keywords
-
Journal
MATHEMATICS OF OPERATIONS RESEARCH
Volume 36, Issue 4, Pages 604-619
Publisher
Institute for Operations Research and the Management Sciences (INFORMS)
Online
2011-10-15
DOI
10.1287/moor.1110.0508

Ask authors/readers for more resources

Find Funding. Review Successful Grants.

Explore over 25,000 new funding opportunities and over 6,000,000 successful grants.

Explore

Publish scientific posters with Peeref

Peeref publishes scientific posters from all research disciplines. Our Diamond Open Access policy means free access to content and no publication fees for authors.

Learn More