American and European portfolio selection strategies : the Markovian approach
Year of publication: |
2009
|
---|---|
Authors: | Angelelli, Enrico ; Ortobelli, Sergio |
Published in: |
Financial hedging. - New York : Nova Science Publishers, ISBN 978-1-60692-665-9. - 2009, p. 119-152
|
Subject: | Portfolio-Management | Portfolio selection | Markov-Kette | Markov chain | Theorie | Theory |
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