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Power Forward Performance in Semimartingale Markets with Stochastic Integrated Factors.

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Title: Power Forward Performance in Semimartingale Markets with Stochastic Integrated Factors.
Authors: Bo, Lijun1 (AUTHOR) lijunbo@xidian.edu.cn, Capponi, Agostino2 (AUTHOR) ac3827@columbia.edu, Zhou, Chao3 (AUTHOR) matzc@nus.edu.sg
Source: Mathematics of Operations Research (INFORMS). Feb2023, Vol. 48 Issue 1, p288-312. 25p.
Database: Business Source Ultimate
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ISSN:0364765X
DOI:10.1287/moor.2022.1262