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 Julius

    Publicado 2024
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  2. 2
    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 Julius

    Publicado 2024
    Enlace del recurso
    Tesis
    Agregar a favoritos
    Guardado en:

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