Comparison of mean variance like strategies for optimal asset allocation problems (Q2882690)
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scientific article; zbMATH DE number 6031400
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparison of mean variance like strategies for optimal asset allocation problems |
scientific article; zbMATH DE number 6031400 |
Statements
7 May 2012
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mean quadratic variation investment policy
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mean variance asset allocation
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HJB equation
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optimal control
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Comparison of mean variance like strategies for optimal asset allocation problems (English)
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