Dynamic portfolio selection under range value-at-risk with logarithmic returns

arXiv:2610.26919 · q-fin.RM, q-fin.MF, q-fin.PM · Submitted 2026-10-17 · Read on arXiv

q-fin.RM, q-fin.MF, q-fin.PM

Submitted: 2026-10-17

Updated: 2026-10-17

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