Performance enhancement through portfolio optimization of delayed insider information: an analysis and implementation study
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Publication:6567280
DOI10.1016/J.CAM.2024.115855zbMATH Open1545.91286MaRDI QIDQ6567280FDOQ6567280
Sandra Ranilla-Cortina, Jesús Vigo-Aguiar
Publication date: 4 July 2024
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Portfolio theory (91G10) Financial markets (91G15) Applications of stochastic analysis (to PDEs, etc.) (60H30)
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