Optimal portfolio under ratio-type periodic evaluation in incomplete markets with stochastic factors

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作者：
School of Mathematics and Statistics, Fujian Normal University, Fuzhou [1 ]
350007, China
不详 [2 ]
361005, China
不详 [3 ]
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arXiv |
关键词：
Commerce - Financial data processing - Investments - Machine learning - Stochastic systems;
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