Katherine Varga

Publication Activity (10 Years)

Years Active: 2019-2019
Publications (10 Years): 1

Top Topics

Portfolio Optimization

Problems Involving

Top Venues

J. Optim. Theory Appl.

Publications

Tao Pang, Katherine Varga
Portfolio Optimization for Assets with Stochastic Yields and Stochastic Volatility. J. Optim. Theory Appl. 182 (2) (2019)