Continuous time mean-variance portfolio optimization through the mean field approach (Q2954223)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Continuous time mean-variance portfolio optimization through the mean field approach |
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Continuous time mean-variance portfolio optimization through the mean field approach (English)
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12 January 2017
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portfolio optimization
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mean-variance criterion
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optimal control
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time inconsistency
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dynamic programming
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McKean-Vlasov limit
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law of large numbers
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