Research on portfolio optimization under asymmetric power-law distribution of return tail

DOI10.1063/5.0124695MaRDI QIDQ6571812

Xu Wu, Lin-Lin Zhang, Qianying Feng, Jia Li

Publication date: 12 July 2024

Published in: Chaos (Search for Journal in Brave)

Mathematics Subject Classification ID

Dynamical systems and ergodic theory (37-XX) Ordinary differential equations (34-XX)

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