Continuous-time mean-variance portfolio selection with random horizon in an incomplete market (Q286277): Difference between revisions

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+Zhi-Yong Yu
@@ Property / author: Zhi-Yong Yu / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.automatica.2016.02.017
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@@ Property / OpenAlex ID @@
+W2301659145
@@ Property / OpenAlex ID: W2301659145 / rank @@
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@@ Property / cites work @@
+Optimal investment decisions when time-horizon is uncertain
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+Besides with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces
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+Continuous-time mean-variance portfolio selection with random horizon
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