A Conditional Lagrangian Framework for Dynamic Portfolio Selection under Behavioral Preferences and Risk Constraints

2026

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Authors: Qixin Deng, Zhenyu Cui, Jingzhen Liu

DOI: 10.13140/rg.2.2.34321.90725

Cited by: 0

Fields of Study & Subjects

Risk and Portfolio Optimization Stochastic processes and financial applications Financial Markets and Investment Strategies