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"Optimal Investment with Noise Trading Risk."

Yunhui Xu, Zhongfei Li, Ken Seng Tan (2008)

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DOI: 10.1007/S11424-008-9132-8

access: closed

type: Journal Article

metadata version: 2020-06-08

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  dblp key:
  - journals/jossac/XuLT08
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  - https://dblp.org/rec/journals/jossac/XuLT08
Yunhui Xu, Zhongfei Li, Ken Seng Tan:
Optimal Investment with Noise Trading Risk. J. Syst. Sci. Complex. 21(4): 519-526 (2008)

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