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Poomyos Wimonkittiwat
Publication Activity (10 Years)
Years Active: 2011-2014
Publications (10 Years): 0
Top Topics
Optimal Portfolio
Game Theory
Multistage Stochastic
Portfolio Selection
Top Venues
Oper. Res. Lett.
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Publications
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Andrew E. B. Lim
,
Poomyos Wimonkittiwat
Dynamic portfolio selection with market impact costs.
Oper. Res. Lett.
42 (5) (2014)
Andrew E. B. Lim
,
Poomyos Wimonkittiwat
Dynamic portfolio choice with market impact costs.
CDC/ECC
(2011)