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Mean-variance portfolio selection in jump-diffusion model under no-shorting constraint: A viscosity solution approach

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Shi, Xiaomin, Xu, Zuo Quan
Format:	Preprint
Publié:	2024
Sujets:	Optimization and Control Mathematical Finance Portfolio Management
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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