Robust Portfolio Optimization with Multi-Factor Stochastic Volatility
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Journal of Optimization Theory and Applications
سال: 2020
ISSN: 0022-3239,1573-2878
DOI: 10.1007/s10957-020-01687-w