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A collective investment problem in a stochastic volatility environment: The impact of sharing rules.

An ChenThai NguyenManuel Rach
Published in: Ann. Oper. Res. (2021)
Keyphrases
  • decision making
  • mobile robot
  • social networks
  • background knowledge
  • decision rules
  • stock market
  • production rules
  • stochastic model
  • return on investment
  • chinese stock market