"Optimal Investment Strategy for α-Robust Utility Maximization Problem."

Zhou Yang et al. (2025)

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DOI: 10.1287/MOOR.2023.0076

access: closed

type: Journal Article

metadata version: 2025-07-06

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Zhou Yang, Danping Li, Yan Zeng, Guanting Liu:
Optimal Investment Strategy for α-Robust Utility Maximization Problem. Math. Oper. Res. 50(1): 606-632 (2025)

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