Rodkina, A., & Dokuchaev, N. (2015). On asymptotic optimality of Merton's myopic portfolio strategies under time discretization. Oxford University Press.
Chicago Style (17th ed.) CitationRodkina, A., and Nikolai Dokuchaev. On Asymptotic Optimality of Merton's Myopic Portfolio Strategies Under Time Discretization. Oxford University Press, 2015.
MLA (9th ed.) CitationRodkina, A., and Nikolai Dokuchaev. On Asymptotic Optimality of Merton's Myopic Portfolio Strategies Under Time Discretization. Oxford University Press, 2015.
Warning: These citations may not always be 100% accurate.