Autor:	T. V. Pepelyaeva
Rok vydání:	2002
Předmět:	Microeconomics Hybrid security General Computer Science Investment strategy Business Security market Time optimal Profit (economics)
Zdroj:	Cybernetics and Systems Analysis. 38:110-116
ISSN:	1060-0396
DOI:	10.1023/a:1015552417757
Popis:	Optimal time of switching between several portfolios of securities are found for the purpose of profit maximuzation. Two methods of their determination are considered. The cases with three and i>n portfolios are studied in detail.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::f961a1f914f2856fa8c654f6fd090031 https://doi.org/10.1023/a:1015552417757 Zobrazit plný text záznamu Full text from SpringerLink