Optimal portfolio under ratio-type periodic evaluation in incomplete markets with stochastic factors
Fuente:
arXiv
Guardado en:
| Autores principales: | Wang, Wenyuan, Yan, Kaixin, Yu, Xiang |
|---|---|
| Formato: | Preprint |
| Publicado: |
2024
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| Materias: | |
| Acceso en línea: | |
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