Fingerprint
Dive into the research topics of 'Portfolio optimization under local-stochastic volatility: Coefficient taylor series approximations and implied sharpe ratio'. Together they form a unique fingerprint.- Sort by
- Weight
- Alphabetically
Portfolio optimization under local-stochastic volatility: Coefficient taylor series approximations and implied sharpe ratio
Matthew Lorigt, Ronnie Sircar
Research output: Contribution to journal › Article › peer-review
17
Scopus
citations