Optimal Portfolio Management When Stocks Are Driven by Mean Reverting Processes

ISSN Print: 2162-2434
ISSN Online: 2162-2442
www.scirp.net/journal/jmf
E-mail: [email protected]

Citations

"Optimal Portfolio Management When Stocks Are Driven by Mean Reverting Processes"
written by Lusungu Julius Mbigili, Sure Mataramvura, Wilson M. Charles,
published by Journal of Mathematical Finance, Vol.10 No.1, 2020

has been cited by the following article(s):

[1]	Management of a Complex Portfolio of Assets with Stochastic Drifts and Volatilities
	Open Journal of Statistics, 2022

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[2]	Management of a Complex Portfolio of Assets with Stochastic Drifts and Volatilities Open Journal of Statistics, 2022 DOI:10.4236/ojs.2022.126047