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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.
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  Data: Power Forward Performance in Semimartingale Markets with Stochastic Integrated Factors.
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  Data: <searchLink fieldCode="JN" term="%22Mathematics+of+Operations+Research+%28INFORMS%29%22">Mathematics of Operations Research (INFORMS)</searchLink>. Feb2023, Vol. 48 Issue 1, p288-312. 25p.
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RecordInfo BibRecord:
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      – Type: doi
        Value: 10.1287/moor.2022.1262
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      – Code: eng
        Text: English
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        PageCount: 25
        StartPage: 288
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      – TitleFull: Power Forward Performance in Semimartingale Markets with Stochastic Integrated Factors.
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            NameFull: Bo, Lijun
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            NameFull: Capponi, Agostino
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            NameFull: Zhou, Chao
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              Text: Feb2023
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              Y: 2023
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