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most citedNon-exponential stability and decay rates in nonlinear stochastic difference equation with unbounded noises

38 citations · 117 across the 22 of their papers we have counts for

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q-fin.PM2014★ 2 cited

On asymptotic optimality of Merton's myopic portfolio strategies for discrete time market

Alexandra Rodkina, Nikolai Dokuchaev

This paper studies the properties of discrete time stochastic optimal control problems associated with portfolio selection. We investigate if optimal continuous time strategies can…