Optimal Portfolio Management When Stocks Are Driven by Mean Reverting Processes

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ISSN Print: 2162-2434
ISSN Online: 2162-2442
www.scirp.org/journal/jmf
E-mail: jmf@scirp.org

"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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