Login / Signup

Exponential growth of fixed-mix strategies in stationary asset markets.

Michael A. H. DempsterIgor V. EvstigneevKlaus Reiner Schenk-Hoppé
Published in: Finance Stochastics (2003)
Keyphrases
  • financial markets
  • non stationary
  • electronic commerce
  • optimal strategy
  • genetic algorithm
  • transaction costs
  • market equilibrium