Robust portfolio optimization within the LVO-CEV model

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Authors: Marcos Escobar‐Anel, Wei Fan
Cited by: 0
References: 22

Fields of Study & Subjects

Stochastic processes and financial applications Capital Investment and Risk Analysis Financial Markets and Investment Strategies

Publication details

Journal / source
Decisions in Economics and Finance
Publisher
Springer Science and Business Media LLC
Publication date
28 June 2026
Language
EN