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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 em 2024
    Obter o texto integral
    Thesis
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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 em 2024
    Obter o texto integral
    Thesis
    Adic. favoritos
    Na minha lista:

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