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20182026
most citedQuantum Algorithms for the Pathwise Lasso

5 citations · 17 across the 12 of their papers we have counts for

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q-fin.MF2024

Dynamic Mean-Variance Asset Allocation in General Incomplete Markets A Nonlocal BSDE-based Feedback Control Approach

Qian Lei, Chi Seng Pun, Jingxiang Tang

This paper studies dynamic mean-variance (MV) asset allocation problems in general incomplete markets. Besides of the conventional MV objective on portfolio's terminal wealth, our…