Constrained mean-variance portfolio optimization for jump-diffusion process under partial information (Q6092929)
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scientific article; zbMATH DE number 7769907
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| English | Constrained mean-variance portfolio optimization for jump-diffusion process under partial information |
scientific article; zbMATH DE number 7769907 |
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Constrained mean-variance portfolio optimization for jump-diffusion process under partial information (English)
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23 November 2023
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jump-diffusion
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mean-variance
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no-short selling
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partial information
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0.8309499025344849
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0.8111245632171631
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0.8029962182044983
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0.8012662529945374
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