"Numerical approximations of optimal portfolios in mispriced asymmetric ..."

Winston S. Buckley, Hongwei Long, Mario Marshall (2016)

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DOI: 10.1016/J.EJOR.2016.01.050

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type: Journal Article

metadata version: 2025-03-03

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Winston S. Buckley, Hongwei Long, Mario Marshall:
Numerical approximations of optimal portfolios in mispriced asymmetric Lévy markets. Eur. J. Oper. Res. 252(2): 676-686 (2016)

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