Continuous-Time Portfolio Optimization for Absolute Return Funds
Crossref DOI link: https://doi.org/10.1007/s10690-022-09365-9
Published Online: 2022-04-04
Published Print: 2022-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Ieda, Masashi
Funding for this research was provided by:
Japan Society for the Promotion of Science (JP20K22130)
Text and Data Mining valid from 2022-04-04
Version of Record valid from 2022-04-04
Article History
Accepted: 5 March 2022
First Online: 4 April 2022