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Robust Portfolio Selection under State-dependent Confidence Set

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Guan, Guohui, Jia, Yuting, Liang, Zongxia
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Optimization and Control 91B28, 49L20, 91B16, 91B70
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

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