Skip to main navigation Skip to search Skip to main content

Big data challenges of high-dimensional continuous-time mean-variance portfolio selection and a remedy

Research output: Contribution to journalArticlespeer-review

Fingerprint

Dive into the research topics of 'Big data challenges of high-dimensional continuous-time mean-variance portfolio selection and a remedy'. Together they form a unique fingerprint.
Sort by

Computer Science

Keyphrases

Social Sciences

Economics, Econometrics and Finance