Login / Signup

On asymptotic optimality of Merton's myopic portfolio strategies under time discretization.

Alexandra RodkinaNikolai Dokuchaev
Published in: IMA J. Math. Control. Inf. (2016)
Keyphrases
  • asymptotic optimality
  • asymptotically optimal
  • sufficient conditions
  • preprocessing
  • flowshop
  • neural network
  • decision making
  • arrival rate
  • bounded rationality