Optimal portfolio under ratio-type periodic evaluation in stochastic factor models under convex trading constraints
[Submitted on 15 Nov 2024 (v1), last revised 10 Jun 2026 (this v
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2026-06-11
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via math updates on arXiv.org
arXiv:2411.13579v2 Announce Type: replace-cross Abstract: This paper studies a type of periodic utility maxim…
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