Entropy-Regularized Mean-Variance Portfolio Optimization with Jumps (Q6464489)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Entropy-Regularized Mean-Variance Portfolio Optimization with Jumps |
scientific article; zbMATH DE number 902388800
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Entropy-Regularized Mean-Variance Portfolio Optimization with Jumps |
scientific article; zbMATH DE number 902388800 |
Statements
20 December 2023
0 references
math.OC
0 references
math.PR
0 references
