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scientific article; zbMATH DE number 6161101 - MaRDI portal

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Publication:4918893

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zbMath1262.91130MaRDI QIDQ4918893

Pei Zhang, Limin Liu

Publication date: 7 May 2013

Full work available at URL: http://www.m-hikari.com/ams/ams-2012/ams-57-60-2012/index.html

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

viscosity supersolution HJB equation liability mean-variance portfolio selection no short-selling

Mathematics Subject Classification ID

Portfolio theory (91G10) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)

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