Stochastic factors can matter: improving robust growth under ergodicity

Fuente: arXiv

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Bibliographic Details
Main Authors:	Binkert, Balint, Itkin, David, Bastian, Paul Mangers, Teichmann, Josef
Format:	Preprint
Published:	2025
Subjects:	Mathematical Finance Probability 91G10, 60G10, 60J46
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2512.24906