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

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Li, Yuchen, Liang, Zongxia, Pang, Shunzhi
Formato:	Preprint
Publicado:	2024
Materias:	Optimization and Control 91G10, 91B16, 93E20
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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