Work

Value-preserving portfolio strategies in the minimal market model

Year: 2026

Type: article

Source: IMA Journal of Management Mathematics

DOI: 10.1093/imaman/dpag009

Authors: Ralf Korn, Zhongxi Li

Institutions: Fraunhofer Institute for Industrial Mathematics, Rheinland-Pfälzische Technische Universität Kaiserslautern-Landau

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W7130612032

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Cites: 21

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