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Time-Consistent Portfolio Selection for Rank-Dependent Utilities in an Incomplete Market

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Wei, Jiaqin, Xia, Jianming, Zhao, Qian
Format:	Preprint
Publié:	2024
Sujets:	Mathematical Finance Optimization and Control
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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