Rank-Dependent Predictable Forward Performance Processes

Fuente: arXiv

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Bibliographic Details
Main Authors:	Angoshtari, Bahman, Duan, Shida
Format:	Preprint
Published:	2024
Subjects:	Mathematical Finance Portfolio Management 91G10, 91G80, 60H30
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2403.16228