Portfolio Selection with Contrarian Strategy
Author:
Funder
Natural Science Foundation of China
Publisher
Springer Science and Business Media LLC
Link
https://link.springer.com/content/pdf/10.1007/s11009-024-10085-y.pdf
Reference24 articles.
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3. Benth FE, Karlsen KH (2005) A note on Merton’s portfolio selection problem for the Schwartz mean-reversion model. Stoch Anal Appl 23(4):687–704
4. Björk T, Murgoci A, Zhou XY (2014) Mean-variance portfolio optimization with state-dependent risk aversion. Math Financ 24(1):1–24
5. Björk T, Khapko M, Murgoci A (2017) On time-inconsistent stochastic control in continuous time. Finance Stochast 21(2):331–360
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