Versión - Optimal portfolio management when stocks are driven by mean-reverting processes

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    Optimal portfolio management when stocks are driven by mean-reverting processes

    Optimal portfolio management when stocks are driven by mean-reverting processes por Mbigili, Lusungu J.

    Publicado 2023
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    Optimal portfolio management when stocks are driven by mean-reverting processes

    Optimal portfolio management when stocks are driven by mean-reverting processes por Mbigili, Lusungu J.

    Publicado 2023
    Enlace del recurso
    Tesis
    Agregar a favoritos
    Guardado en:

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