Predictable forward performance processes : infrequent evaluation and applications to human-machine interactions
Year of publication: |
2023
|
---|---|
Authors: | Liang, Gechun ; Strub, Moris Simon ; Wang, Yuwei |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial economics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1467-9965, ZDB-ID 1481288-5. - Vol. 33.2023, 4, p. 1248-1286
|
Subject: | automated trading | binomial tree model | forward performance processes | functional equation | portfolio selection | robo-advising |
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