Time-consistent mean-variance portfolio optimization: a numerical impulse control approach (Q1622505)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Time-consistent mean-variance portfolio optimization: a numerical impulse control approach |
scientific article; zbMATH DE number 6981071
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-consistent mean-variance portfolio optimization: a numerical impulse control approach |
scientific article; zbMATH DE number 6981071 |
Statements
Time-consistent mean-variance portfolio optimization: a numerical impulse control approach (English)
0 references
19 November 2018
0 references
asset allocation
0 references
constrained optimal control
0 references
time-consistent
0 references
pre-commitment
0 references
impulse control
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
