Explicit solutions for continuous time mean-variance portfolio selection with nonlinear wealth equations (Q2407233)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explicit solutions for continuous time mean-variance portfolio selection with nonlinear wealth equations |
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Explicit solutions for continuous time mean-variance portfolio selection with nonlinear wealth equations (English)
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29 September 2017
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mean-variance portfolio selection
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nonlinear wealth equation
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HJB equation
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viscosity solution
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