Predictable forward performance processes: Infrequent evaluation and applications to human‐machine interactions

DOI10.1111/mafi.12408arXiv2110.08900OpenAlexW4382981871MaRDI QIDQ6146692

Moris S. Strub, Yuwei Wang, Gechun Liang

Publication date: 31 January 2024

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2110.08900

zbMATH Keywords

functional equationportfolio selectionbinomial tree modelforward performance processesrobo-advisingautomated trading

Mathematics Subject Classification ID

Portfolio theory (91G10) Financial markets (91G15)

Cites Work

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