Work

Portfolio Optimization Strategy Under the Semi-Martingale Financial Model

Year: 2025

Type: article

Source: Annals of Financial Economics

DOI: 10.1142/s2010495225500204

Authors: Panumart Sawangtong, Alireza Najafi

Institutions: Centre of Excellence in Mathematics, Ministry of Higher Education, Science, Research and Innovation, King Mongkut's University of Technology North Bangkok, University of Guilan

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: King Mongkut's University of Technology North Bangkok

OpenAlex ID: W7117457766

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Cites: 25

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