Robust optimal investment and consumption strategies with portfolio constraints and stochastic environment

Fuente: arXiv

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Bibliographic Details
Main Authors:	Garces, Len Patrick Dominic M., Shen, Yang
Format:	Preprint
Published:	2024
Subjects:	Portfolio Management Optimization and Control Mathematical Finance 91G10, 93E20
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2407.02831