A Quantile Game for Portfolio Construction in the Ornstein–Uhlenbeck Model
Crossref DOI link: https://doi.org/10.1007/s10598-023-09560-x
Published Online: 2023-01-11
Published Print: 2022-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Morozov, V. V.
Polushkin, T. N.
Text and Data Mining valid from 2022-04-01
Version of Record valid from 2022-04-01
Article History
First Online: 11 January 2023