Open-loop equilibrium strategy for mean-variance portfolio selection: a log-return model (Q2031371)
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: Open-loop equilibrium strategy for mean-variance portfolio selection: a log-return model |
scientific article; zbMATH DE number 7356906
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Open-loop equilibrium strategy for mean-variance portfolio selection: a log-return model |
scientific article; zbMATH DE number 7356906 |
Statements
Open-loop equilibrium strategy for mean-variance portfolio selection: a log-return model (English)
0 references
9 June 2021
0 references
mean-variance
0 references
log-return
0 references
time-consistent
0 references
open-loop equilibrium strategy
0 references
closed-loop equilibrium strategy
0 references
0 references
0 references
0 references
0 references
0 references
