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20242026
most citedPortfolio Optimization with Feedback Strategies Based on Artificial Neural Networks

3 citations · 3 across the 3 of their papers we have counts for

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q-fin.MF2024

On Merton's Optimal Portfolio Problem with Sporadic Bankruptcy for Isoelastic Utility

Yaacov Kopeliovich, Michael Pokojovy, Julia Bernatska

We consider a stock that follows a geometric Brownian motion (GBM) and a riskless asset continuously compounded at a constant rate. We assume that the stock can go bankrupt, i.e.,…