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Equilibrium Strategies for the Mean-Variance Investment Problem over a Random Horizon - MaRDI portal

Equilibrium Strategies for the Mean-Variance Investment Problem over a Random Horizon (Q4553802)

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scientific article; zbMATH DE number 6969771
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English
Equilibrium Strategies for the Mean-Variance Investment Problem over a Random Horizon
scientific article; zbMATH DE number 6969771

    Statements

    title
    Equilibrium Strategies for the Mean-Variance Investment Problem over a Random Horizon (English)
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    author
    David Landriault
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    Bin Li
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    Danping Li
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    Virginia R. Young
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    publication date
    31 October 2018
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    zbMATH Keywords
    mean-variance criterion
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    equilibrium strategy
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    random horizon
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    investment
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    cites work

    Identifiers

    DOI
    10.1137/17M1153479
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    Mathematics Subject Classification ID
    91G10
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    93E20
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    91B30
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    zbMATH DE Number
    6969771
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    Wikidata QID
    Q129326292
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