Dynamically optimal portfolios for monotone mean--variance preferences

Fuente: arXiv

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Bibliographic Details
Main Authors:	Černý, Aleš, Ruf, Johannes, Schweizer, Martin
Format:	Preprint
Published:	2025
Subjects:	Portfolio Management Optimization and Control 91G10, 93E20 (Primary) 60G07 (Secondary)
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2503.08272