The SEV-SV model : applications in portfolio optimization
Year of publication: |
2023
|
---|---|
Authors: | Escobar, Marcos ; Fan, Weili |
Subject: | CEV model | expected utility theory | stochastic volatility | stochastic elasticity of volatility | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Theorie | Theory | Stochastischer Prozess | Stochastic process | Erwartungsnutzen | Expected utility |
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