현상

포트폴리오 제약

2편 · 2021 1편, 2024 1편

Performance Attribution for Portfolio Constraints
MS · 2024 · 인용 0 · Andrew W. Lo, Ruixun Zhang
Nonconcave Utility Maximization with Portfolio Bounds
MS · 2021 · 인용 11 · Min Dai, Steven Kou, Shuaijie Qian 외