Log-Optimality with Small Liability Stream

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Authors: Michail Anthropelos, Constantinos Kardaras, Constantinos Stefanakis
Cited by: 0
References: 36

Fields of Study & Subjects

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

Publication details

Journal / source
SSRN Electronic Journal
Publication date
1 January 2026
Document type
Preprint