Optimality of myopic strategies for multi-stock discrete time market with management costs

The paper studies multi-stock discrete time market models withserial correlations and with some management costs. We found amarket structure that ensures that the optimal strategy is myopicfor the case of either power or log utility function.

Bibliographic Details
Main Author: Dokuchaev, Nikolai
Format: Journal Article
Published: Elsevier BV 2010
Subjects:
Online Access:http://hdl.handle.net/20.500.11937/9460
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author Dokuchaev, Nikolai
author_facet Dokuchaev, Nikolai
author_sort Dokuchaev, Nikolai
building Curtin Institutional Repository
collection Online Access
description The paper studies multi-stock discrete time market models withserial correlations and with some management costs. We found amarket structure that ensures that the optimal strategy is myopicfor the case of either power or log utility function.
first_indexed 2025-11-14T06:25:36Z
format Journal Article
id curtin-20.500.11937-9460
institution Curtin University Malaysia
institution_category Local University
last_indexed 2025-11-14T06:25:36Z
publishDate 2010
publisher Elsevier BV
recordtype eprints
repository_type Digital Repository
spelling curtin-20.500.11937-94602017-01-30T11:12:52Z Optimality of myopic strategies for multi-stock discrete time market with management costs Dokuchaev, Nikolai stochastic processes optimal control finance The paper studies multi-stock discrete time market models withserial correlations and with some management costs. We found amarket structure that ensures that the optimal strategy is myopicfor the case of either power or log utility function. 2010 Journal Article http://hdl.handle.net/20.500.11937/9460 Elsevier BV fulltext
spellingShingle stochastic processes
optimal control
finance
Dokuchaev, Nikolai
Optimality of myopic strategies for multi-stock discrete time market with management costs
title Optimality of myopic strategies for multi-stock discrete time market with management costs
title_full Optimality of myopic strategies for multi-stock discrete time market with management costs
title_fullStr Optimality of myopic strategies for multi-stock discrete time market with management costs
title_full_unstemmed Optimality of myopic strategies for multi-stock discrete time market with management costs
title_short Optimality of myopic strategies for multi-stock discrete time market with management costs
title_sort optimality of myopic strategies for multi-stock discrete time market with management costs
topic stochastic processes
optimal control
finance
url http://hdl.handle.net/20.500.11937/9460