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scientific article; zbMATH DE number 6311885 - MaRDI portal

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Publication:5167575

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zbMath1299.91118MaRDI QIDQ5167575

Ailing Gu, Shuguang Shen, Zhong-Fei Li

Publication date: 30 June 2014

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

zbMATH Keywords

Hamilton-Jacobi-Bellman equation Lévy process mean-variance model optimal investment strategy

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of mathematical programming (90C90) Portfolio theory (91G10)

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