@article{powerforwardperformanceinsemimartingale1,
  title = {Power Forward Performance in Semimartingale Markets with Stochastic Integrated Factors},
  author = {Lijun Bo and Agostino Capponi and Chao Zhou},
  year = {2022},
  eprint = {2201.09406},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2201.09406v2},
}