Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Dynamic mean-variance problem with frictions - MaRDI portal

Dynamic mean-variance problem with frictions (Q2120542)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Dynamic mean-variance problem with frictions
scientific article

    Statements

    title
    Dynamic mean-variance problem with frictions (English)
    0 references
    author
    Guiyuan Ma
    0 references
    Chi Chung Siu
    0 references
    Sheung Chi Phillip Yam
    0 references
    Alain Bensoussan
    0 references
    publication date
    1 April 2022
    0 references
    zbMATH Keywords
    dynamic mean-variance problem
    0 references
    price impact
    0 references
    time-inconsistency
    0 references
    asymptotics
    0 references
    mean-field type control problems
    0 references
    cites work
    Dynamic trading volume
    0 references

    Identifiers

    zbMATH DE Number
    7501280
    0 references
    OpenAlex ID
    W4221065761
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2120542&oldid=38019517"
    Powered by MediaWiki