Dynamic mean–variance portfolio selection in market with jump-diffusion models (Q4981879): Difference between revisions
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Revision as of 18:19, 5 March 2024
scientific article; zbMATH DE number 6417971
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic mean–variance portfolio selection in market with jump-diffusion models |
scientific article; zbMATH DE number 6417971 |
Statements
Dynamic mean–variance portfolio selection in market with jump-diffusion models (English)
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20 March 2015
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investment portfolio processes
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backward stochastic differential equation
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stochastic optimal control
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mean-variance portfolio selection
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optimization
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efficient frontier
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