Continuous time mean variance asset allocation: a time-consistent strategy (Q621709)
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scientific article; zbMATH DE number 5842708
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Continuous time mean variance asset allocation: a time-consistent strategy |
scientific article; zbMATH DE number 5842708 |
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Continuous time mean variance asset allocation: a time-consistent strategy (English)
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28 January 2011
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time-consistent mean variance asset allocation
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piecewise constant policy timestepping
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constrained policies
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