Inter‐temporal mutual‐fund management (Q6054428)
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scientific article; zbMATH DE number 7743079
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inter‐temporal mutual‐fund management |
scientific article; zbMATH DE number 7743079 |
Statements
Inter‐temporal mutual‐fund management (English)
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28 September 2023
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asset under management
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dynamic programming and HJB equation
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Feyman-Kac representation
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Inada condition
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inter-temporal mutual-fund management
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open-end mutual fund
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proportional management fee
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regularity of value function
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weighted Sobolev space for unbounded domains
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