A mean-field formulation for optimal multi-period mean-variance portfolio selection with an uncertain exit time (Q1785290)
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scientific article; zbMATH DE number 6945306
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A mean-field formulation for optimal multi-period mean-variance portfolio selection with an uncertain exit time |
scientific article; zbMATH DE number 6945306 |
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A mean-field formulation for optimal multi-period mean-variance portfolio selection with an uncertain exit time (English)
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28 September 2018
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mean-field formulation
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multi-period portfolio selection
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multi-period mean-variance formulation
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uncertain exit time
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