Relative portfolio optimization via a value at risk based constraint

Fuente: arXiv

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Bibliographic Details
Main Authors:	Bäuerle, Nicole, Göll, Tamara
Format:	Preprint
Published:	2025
Subjects:	Optimization and Control Mathematical Finance Portfolio Management
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2503.20340