Open AccessMarkov chain portfolio liquidity optimization model
Author(s) -
Eder Oliveira Abensur
Publication year - 2014
Publication title -
independent journal of management and production
Language(s) - Uncategorized
Resource type - Journals
ISSN - 2236-269X
DOI - 10.14807/ijmp.v5i2.156
Subject(s) - markov chain , market liquidity , portfolio , portfolio optimization , computer science , econometrics , business , actuarial science , economics , financial economics , finance , machine learning
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