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About this Economics, Econometrics and Finance article
Optimal Portfolio under Fast Mean-Reverting Fractional Stochastic Environment by Fouque, Jean-Pierre; Hu, Ruimeng is a Economics, Econometrics and Finance article available to read on EtoBox.
It is typically read by researchers, students, and practitioners in Economics, Econometrics and Finance.
- Author
- Fouque, Jean-Pierre; Hu, Ruimeng
- Publisher
- Society for Industrial and Applied Mathematics; Society for Industrial and Applied Mathematics Publications; Society for Industrial & Applied Mathematics (SIAM) (ISSN 1945-497X)
- Published
- 2018
- Field
- Economics, Econometrics and Finance (Social Sciences)