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Teor. Veroyatnost. i Primenen., 2012, Volume 57, Issue 2, Pages 405–414 (Mi tvp4457)  

This article is cited in 2 scientific papers (total in 2 papers)

Short Communications

A unified “bang-bang” principle with respect to R-invariant performance benchmarks

S. C. Yama, S. P. Yungb, W. Zhoub

a Chinese University of Hong Kong
b University of Hong Kong

DOI: https://doi.org/10.4213/tvp4457

Full text: PDF file (183 kB)
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English version:
Theory of Probability and its Applications, 2013, 57:2, 357–366

Bibliographic databases:

Received: 13.09.2010
Language:

Citation: S. C. Yam, S. P. Yung, W. Zhou, “A unified “bang-bang” principle with respect to R-invariant performance benchmarks”, Teor. Veroyatnost. i Primenen., 57:2 (2012), 405–414; Theory Probab. Appl., 57:2 (2013), 357–366

Citation in format AMSBIB
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    Citing articles on Google Scholar: Russian citations, English citations
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    This publication is cited in the following articles:
    1. Eddie C.M. Hui, Ka Kwan Kevin Chan, “Can we still beat “buy-and-hold” for individual stocks?”, Phys. A, 410 (2014), 513–534  crossref  mathscinet  adsnasa  isi
    2. Hui E.C.M., Chan Ka Kwan Kevin, “Testing Calendar Effects on Global Securitized Real Estate Markets By Shiryaev-Zhou Index”, Habitat Int., 48 (2015), 38–45  crossref  isi  elib
  • Теория вероятностей и ее применения Theory of Probability and its Applications
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