Work

Portfolio optimization in signature-based models

Year: 2025

Type: dissertation

Source: Electronic Theses and Dissertations Repository (University of Pisa)

Author: CIALDEA, GABRIELE

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W7014566399

Cites:

Cited by:

Related to: