Predictable forward performance processes: Infrequent evaluation and applications to human‐machine interactions
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Publication:6146692
DOI10.1111/mafi.12408arXiv2110.08900OpenAlexW4382981871MaRDI QIDQ6146692
Moris S. Strub, Yuwei Wang, Gechun Liang
Publication date: 31 January 2024
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2110.08900
functional equationportfolio selectionbinomial tree modelforward performance processesrobo-advisingautomated trading
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