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Precommitted Strategies with Initial-Time and Intermediate-Time Value-at-Risk Constraints

Published Online: 2024-09-30

Published Print: 2024-10

Authors

Wu, Chufang

Gu, Jia-Wen

Ching, Wai-Ki

Wong, Chi-Wing
Funding

Funding for this research was provided by:

National Natural Science Foundation of China (11801262)

Guangdong Basic and Ap- plied Basic Research Foundation (2023A1515030197)

Hong Kong RESEARCH GRANT COUNCIL (17309522)

Hung Hing Ying Physical Science Research, the University of Hong Kong
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Text and Data Mining valid from 2024-09-30

Version of Record valid from 2024-09-30
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Article History

Received: 6 November 2023

Accepted: 3 September 2024

First Online: 30 September 2024

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