4. Economy
  5. Quantitative Finance
  6. Portfolio Management

Luciano Campi

Economy – Quantitative Finance – Portfolio Management

Scientist

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Scientist

Dynamic Markov bridges motivated by models of insider trading

Mathematics – Probability
Scientific paper

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Multivariate utility maximization with proportional transaction costs

Mathematics – Probability
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On the Existence of Shadow Prices

Economy – Quantitative Finance – Portfolio Management
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Profile ID: LFWR-SCP-P-33838

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