Optimal portfolio with relative performance and CRRA risk preferences in a partially observable financial market
Panpan Zhang; Zhiguo Yan
- Published
- Publisher
- Elsevier BV
- Journal / collection
- Applied Mathematics and Computation
- Research area
- Capital & markets
- Source type
- Journal article
- DOI
- 10.1016/j.amc.2024.128947
The original publisher provides the full text and its access options.
Cite this source
Panpan Zhang; Zhiguo Yan. Optimal portfolio with relative performance and CRRA risk preferences in a partially observable financial market. Applied Mathematics and Computation. 2024-11. https://doi.org/10.1016/j.amc.2024.128947