Equilibrium Portfolio Selection under Utility-Variance Analysis of Log Returns in Incomplete Markets

Fuente: arXiv

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Bibliographic Details
Main Authors:	Cao, Yue, Liang, Zongxia, Wang, Sheng, Yu, Xiang
Format:	Preprint
Published:	2025
Subjects:	Portfolio Management Optimization and Control
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2511.05861