Nguyen Tran Thuan
- Entropy-Regularized Mean-Variance Portfolio Optimization with Jumps
2023/12/20 by Christian Bender, Bender, Christian, Nguyen Tran Thuan +1 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · #60G51 #60H30 #Economic theories and models #FOS: Mathematics #Optimization and Control (math.OC) #Primary: 93E20 #Probability (math.PR) #Risk and Portfolio Optimization #Secondary: 60F05 #Stochastic processes and financial applications