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Power Utility Maximization with Expert Opinions at Fixed Arrival Times in a Market with Hidden Gaussian Drift

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Gabih, Abdelali, Kondakji, Hakam, Wunderlich, Ralf
Natura:	Preprint
Pubblicazione:	2023
Soggetti:	Portfolio Management 91G10 93E20 93E11 60G35
Accesso online:	Acceder al recurso
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