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Bismuth, Alexis

  1. Portfolio choice, portfolio liquidation, and portfolio transition under drift uncertainty
    2016/11/23 by Alexis Bismuth, Bismuth, Alexis, Olivier Guéant +3 · 2 citations
    Decision Sciences · Economics, Econometrics and Finance · #FOS: Economics and business #Financial Markets and Investment Strategies #Portfolio Management (q-fin.PM) #Risk and Portfolio Optimization #Stochastic processes and financial applications