Pages that link to "Item:Q2020524"
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The following pages link to Equilibrium strategy for mean-variance-utility portfolio selection under Heston's SV model (Q2020524):
Displaying 3 items.
- Open-loop equilibrium strategy for mean-variance portfolio problem under stochastic volatility (Q2280828) (← links)
- Continuous time mean–variance–utility portfolio problem and its equilibrium strategy (Q5057975) (← links)
- Robust equilibrium strategies for time-inconsistent stochastic optimal control problems with applications (Q6163186) (← links)