Mean–variance optimal trading problem subject to stochastic dominance constraints with second order autoregressive price dynamics
Crossref DOI link: https://doi.org/10.1007/s00186-017-0582-4
Published Online: 2017-03-08
Published Print: 2017-08
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Singh, Arti
Selvamuthu, Dharmaraja
License valid from 2017-03-08
