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Constrained mean-variance portfolio optimization for jump-diffusion process under partial information - MaRDI portal

Constrained mean-variance portfolio optimization for jump-diffusion process under partial information

From MaRDI portal
Publication:6092929

DOI10.1080/15326349.2023.2166534zbMath1530.91540MaRDI QIDQ6092929

Caibin Zhang, Zhibin Liang

Publication date: 23 November 2023

Published in: Stochastic Models (Search for Journal in Brave)






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