A Mean-Variance Approach to Capital Investment Optimization (Q5742498)
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scientific article; zbMATH DE number 7054540
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Mean-Variance Approach to Capital Investment Optimization |
scientific article; zbMATH DE number 7054540 |
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A Mean-Variance Approach to Capital Investment Optimization (English)
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14 May 2019
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mean field type control
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capital investment
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mean-variance optimization
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time-consistent solution
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risk averse
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