Monotone Mean-Variance Portfolio Selection in Semimartingale Markets: Martingale Method

Fuente: arXiv
Saved in:
Bibliographic Details
Main Authors: Li, Yuchen, Liang, Zongxia, Pang, Shunzhi
Format: Preprint
Published: 2024
Subjects:
Online Access:
Tags: Add Tag
No Tags, Be the first to tag this record!