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Entropy-Regularized Mean-Variance Portfolio Optimization with Jumps

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Bender, Christian, Thuan, Nguyen Tran
Natura:	Preprint
Pubblicazione:	2023
Soggetti:	Optimization and Control Probability Primary: 93E20, 60H30, Secondary: 60F05, 60G51
Accesso online:	Acceder al recurso
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