Competitive optimal portfolio selection under mean-variance criterion

Fuente: arXiv

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Bibliographic Details
Main Authors:	Shao, Guojiang, Xu, Zuo Quan, Zhang, Qi
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/2511.05270