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Bayesian Distributionally Robust Merton Problem with Nonlinear Wasserstein Projections

Fuente: arXiv

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Bibliographic Details
Main Authors:	Blanchet, Jose, Cheng, Jiayi, Liu, Hao, Liu, Yang
Format:	Preprint
Published:	2025
Subjects:	Optimization and Control Probability Statistics Theory Mathematical Finance Primary 49K45, Secondary 49Q22, 91G10, 90C31
Online Access:	Acceder al recurso
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