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Property / author: Xi-Min Rong / rank
 
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Property / full work available at URL: https://doi.org/10.1080/00207179.2020.1758960 / rank
 
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Property / OpenAlex ID: W3018941286 / rank
 
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Latest revision as of 08:19, 27 July 2024

scientific article; zbMATH DE number 7433443
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English
Optimal investment problem for an open-end fund with dynamic flows
scientific article; zbMATH DE number 7433443

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    Optimal investment problem for an open-end fund with dynamic flows (English)
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    25 November 2021
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    open-end fund
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    optimal investment
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    dynamic flows
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    value added
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    Hamilton-Jacobi-Bellman (HJB) equation
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