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Portfolio optimization with a prescribed terminal wealth distribution
Guo, Ivan
;
Langrené, Nicolas
;
Loeper, Grégoire
;
Ning, Wei
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 333-347
Persistent link: https://www.econbiz.de/10013167753
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On optimal partitions, individual values and cooperative games : does a wiser agent always produce a higher value?
Wolansky, Gershon
- In:
Mathematics and financial economics
11
(
2017
)
1
,
pp. 85-109
Persistent link: https://www.econbiz.de/10011900517
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