Portfolio Optimization in Incomplete Markets and Price Constraints Determined by Maximum Entropy in the Mean
- 期刊名称Computational Economics
- 作者Arratia, Argimiro; Gzyl, Henryk
- 印刷ISSN0927-7099
- 电子ISSN1572-9974
- 文件大小474.34KB
- 发表时间2019-12-12
- DOI10.1007/s10614-019-09954-3
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