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Andrew L Allan1, Christa Cuchiero2, Chong Liu3

  • 1Durham University Durham UK.

Mathematical finance
|March 20, 2024
PubMed
概括

本研究引入了使用粗略路径集成对随机投资组合理论的一种新的无模型方法. 这种方法提供了一种更一般的方法来分析投资组合,而不需要假设潜在的概率模型.

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