Optimal policy for a time consistent mean–variance model with regime switching (Q5382688)
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scientific article; zbMATH DE number 7067515
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal policy for a time consistent mean–variance model with regime switching |
scientific article; zbMATH DE number 7067515 |
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Optimal policy for a time consistent mean–variance model with regime switching (English)
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18 June 2019
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multiperiod portfolio selection
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regime switching
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time consistent
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mean-variance
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optimal investment policy
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dynamic programming
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