On the Distribution of Terminal Wealth under Dynamic Mean-Variance Optimal Investment Strategies (Q4988555)
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scientific article; zbMATH DE number 7348565
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Distribution of Terminal Wealth under Dynamic Mean-Variance Optimal Investment Strategies |
scientific article; zbMATH DE number 7348565 |
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On the Distribution of Terminal Wealth under Dynamic Mean-Variance Optimal Investment Strategies (English)
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17 May 2021
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asset allocation
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constrained optimal control
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time-consistent
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mean-variance
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