An f-Divergence Approach for Optimal Portfolios in Exponential Lévy Models (Q4561928)
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scientific article; zbMATH DE number 6993390
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An f-Divergence Approach for Optimal Portfolios in Exponential Lévy Models |
scientific article; zbMATH DE number 6993390 |
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An f-Divergence Approach for Optimal Portfolios in Exponential Lévy Models (English)
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13 December 2018
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\(f\)-divergence
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exponential Lévy models
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optimal portfolio
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