Optimal Stopping of Active Portfolio Management

Cited 0 time in webofscience Cited 0 time in scopus
  • Hit : 307
  • Download : 0
DC FieldValueLanguage
dc.contributor.authorKyoung Jin Choiko
dc.contributor.authorHyeng Keun Kooko
dc.contributor.authorKwak, Do Youngko
dc.date.accessioned2013-03-03T14:02:12Z-
dc.date.available2013-03-03T14:02:12Z-
dc.date.created2012-02-06-
dc.date.created2012-02-06-
dc.date.issued2004-05-
dc.identifier.citationANNALS OF ECONOMICS AND FINANCE, v.5, pp.93 - 126-
dc.identifier.issn1529-7373-
dc.identifier.urihttp://hdl.handle.net/10203/78990-
dc.languageEnglish-
dc.publisherWuhan Univ Journals Press-
dc.titleOptimal Stopping of Active Portfolio Management-
dc.typeArticle-
dc.type.rimsART-
dc.citation.volume5-
dc.citation.beginningpage93-
dc.citation.endingpage126-
dc.citation.publicationnameANNALS OF ECONOMICS AND FINANCE-
dc.contributor.localauthorKwak, Do Young-
dc.contributor.nonIdAuthorKyoung Jin Choi-
dc.contributor.nonIdAuthorHyeng Keun Koo-
Appears in Collection
MA-Journal Papers(저널논문)
Files in This Item
There are no files associated with this item.

qr_code

  • mendeley

    citeulike


rss_1.0 rss_2.0 atom_1.0