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"Optimal Dynamic Trading Strategies with Risk Limits."

Domenico Cuoco, Hua He, Sergei Isaenko (2008)

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DOI: 10.1287/OPRE.1070.0433

access: closed

type: Journal Article

metadata version: 2020-03-31

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Domenico Cuoco, Hua He, Sergei Isaenko:
Optimal Dynamic Trading Strategies with Risk Limits. Oper. Res. 56(2): 358-368 (2008)

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