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Equilibrium strategies for stochastic control problems with higher-order moments and applications to portfolio selection

Fuente: arXiv

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Bibliographic Details
Main Authors:	Wang, Yike, Liu, Jingzhen, Wei, Jiaqin
Format:	Preprint
Published:	2025
Subjects:	Optimization and Control Mathematical Finance Primary: 93E20, 91G80, Secondary: 91B08, 49N90
Online Access:	Acceder al recurso
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