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"Markowitz Portfolio Selection for Multivariate Affine and Quadratic ..."

Eduardo Abi Jaber, Enzo Miller, Huyên Pham (2021)

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DOI: 10.1137/20M1347449

access: closed

type: Journal Article

metadata version: 2021-04-29

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Eduardo Abi Jaber, Enzo Miller, Huyên Pham:
Markowitz Portfolio Selection for Multivariate Affine and Quadratic Volterra Models. SIAM J. Financial Math. 12(1): 369-409 (2021)

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