"Risk-sensitive benchmarked portfolio optimization under non-linear market ..."

Ravi Shankar, Mayank Goel (2024)

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DOI: 10.1016/J.AMC.2024.128926

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type: Journal Article

metadata version: 2024-07-18

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Ravi Shankar, Mayank Goel:
Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics. Appl. Math. Comput. 481: 128926 (2024)

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