Time-consistent investment strategy under partial information (Q896762)
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scientific article; zbMATH DE number 6520863
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-consistent investment strategy under partial information |
scientific article; zbMATH DE number 6520863 |
Statements
Time-consistent investment strategy under partial information (English)
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14 December 2015
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time inconsistency
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mean-variance
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partial information
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equilibrium strategy
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extended HJB system of equations
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