Time-consistent mean-variance portfolio optimization: a numerical impulse control approach (Q1622505): Difference between revisions

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-Duy Minh Dang
@@ Property / author: Duy Minh Dang / rank @@
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-Q617637
@@ Property / author: Q617637 / rank @@
-Normal rank
@@ Property / author @@
+Duy Minh Dang
@@ Property / author: Duy Minh Dang / rank @@
+Normal rank
@@ Property / author @@
+Peter A. I. Forsyth
@@ Property / author: Peter A. I. Forsyth / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2018.08.003
+Normal rank
@@ Property / OpenAlex ID @@
+W2772601807
@@ Property / OpenAlex ID: W2772601807 / rank @@
+Normal rank
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@@ links / mardi / name / links / mardi / name @@
+Publication:1622505