A mean-field formulation for optimal multi-period mean-variance portfolio selection with an uncertain exit time
type: Item
instance of: scholarly article
title: A mean-field formulation for optimal multi-period mean-variance portfolio selection with an uncertain exit time
zbMATH Open document ID: 1408.91205
author: Lan Yi
author: Xianping Wu
author: Xun Li
author: Xiangyu Cui
published in: Operations Research Letters
publication date: 2018-09-28T00:00:00Z
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 6945306
zbMATH Keywords: mean-field formulation
zbMATH Keywords: multi-period portfolio selection
zbMATH Keywords: multi-period mean-variance formulation
zbMATH Keywords: uncertain exit time
MaRDI profile type: Publication
full work available at URL: j.orl.2014.08.007
OpenAlex ID: W2054996849
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DOI: 10.1016/J.ORL.2014.08.007
description: scientific article; zbMATH DE number 6945306