Open-loop equilibrium strategy for mean-variance portfolio selection with investment constraints in a non-Markovian regime-switching jump-diffusion model (Q2691262)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Open-loop equilibrium strategy for mean-variance portfolio selection with investment constraints in a non-Markovian regime-switching jump-diffusion model |
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Open-loop equilibrium strategy for mean-variance portfolio selection with investment constraints in a non-Markovian regime-switching jump-diffusion model (English)
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29 March 2023
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mean-variance utility
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time-inconsistency
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portfolio constraints
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non-Markovian regime-switching
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investment strategy
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open-loop equilibrium strategy
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