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MUTUAL FUND PORTFOLIO CHOICE IN THE PRESENCE OF DYNAMIC FLOWS - MaRDI portal

MUTUAL FUND PORTFOLIO CHOICE IN THE PRESENCE OF DYNAMIC FLOWS (Q3553254)

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MUTUAL FUND PORTFOLIO CHOICE IN THE PRESENCE OF DYNAMIC FLOWS
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    title
    MUTUAL FUND PORTFOLIO CHOICE IN THE PRESENCE OF DYNAMIC FLOWS (English)
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    author
    Julien Hugonnier
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    R. Kaniel
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    publication date
    22 April 2010
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    Mathematics Subject Classification ID
    91G10
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    91G80
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    91B16
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    91A80
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    60H30
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    zbMATH DE Number
    5697864
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    zbMATH Keywords
    mutual funds
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    portfolio management
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    continuous time stochastic game
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    BSDEs
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    incomplete markets
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    OpenAlex ID
    W3125806042
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