RISK-CONSTRAINED OPTIMAL DYNAMIC TRADING STRATEGIES UNDER SHORT- AND LONG-TERM UNCERTAINTIES
Author(s) -
ANA SOFIA VIOTTI DAKER ARANHA
Publication year - 2021
Language(s) - English
Resource type - Dissertations/theses
DOI - 10.17771/pucrio.acad.56114
Subject(s) - term (time) , trading strategy , computer science , mathematical optimization , econometrics , operations research , economics , engineering , mathematics , physics , quantum mechanics
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