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Exploratory Mean-Variance with Jumps: An Equilibrium Approach

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Chen, Yuling Max, Li, Bin, Saunders, David
Format:	Preprint
Publié:	2025
Sujets:	Portfolio Management Machine Learning 93E20, 93E35, 34H05, 91G10, 60J76, 91-10, 49L12, 49L20
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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