"Precommitted Strategies with Initial-Time and Intermediate-Time ..."

Chufang Wu et al. (2024)

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DOI: 10.1007/S10957-024-02537-9

access: closed

type: Journal Article

metadata version: 2024-11-07

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Chufang Wu, Jia-Wen Gu, Wai-Ki Ching, Chi-Wing Wong:
Precommitted Strategies with Initial-Time and Intermediate-Time Value-at-Risk Constraints. J. Optim. Theory Appl. 203(1): 880-919 (2024)

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