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Ergodic robust maximization of asymptotic growth with stochastic factor processes

Fuente: arXiv

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Bibliographic Details
Main Authors:	Itkin, David, Koch, Benedikt, Larsson, Martin, Teichmann, Josef
Format:	Preprint
Published:	2022
Subjects:	Mathematical Finance Probability 60G44, 60J60, 91G10 (Primary) 60J46 (Secondary)
Online Access:	Acceder al recurso
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