Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability (Q322987)
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scientific article; zbMATH DE number 6636264
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability |
scientific article; zbMATH DE number 6636264 |
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Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability (English)
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7 October 2016
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stochastic interest rate
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multi-period mean-variance portfolio selection
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uncontrollable liability
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dynamic programming
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Lagrangian duality
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