Uniqueness of equilibrium strategies in dynamic mean-variance problems with random coefficients (Q2190010)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Uniqueness of equilibrium strategies in dynamic mean-variance problems with random coefficients |
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Uniqueness of equilibrium strategies in dynamic mean-variance problems with random coefficients (English)
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17 June 2020
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dynamic mean-variance portfolio selection problems
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time inconsistency
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uniqueness of open-loop equilibrium investment strategy
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Riccati equations
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