Optimal capital allocation in correlated mutual funds under exponential loss utility

Autor:	Nontawat Bunchak, Udomsak Rakwongwan, Phiraphat Sutthimat, Walailuck Chavanasporn
Rok vydání:	2023
Zdroj:	International Conference on Mathematical and Statistical Physics, Computational Science, Education, and Communication (ICMSCE 2022).
DOI:	10.1117/12.2675080
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::5c92432b36802a5b1af420d2e27a8437 https://doi.org/10.1117/12.2675080 Zobrazit plný text záznamu