"Asymptotic Optimal Portfolio in Fast Mean-Reverting Stochastic Environments."

Ruimeng Hu (2018)

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DOI: 10.1109/CDC.2018.8619309

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type: Conference or Workshop Paper

metadata version: 2023-03-21

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Ruimeng Hu:
Asymptotic Optimal Portfolio in Fast Mean-Reverting Stochastic Environments. CDC 2018: 5771-5776

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