Time-consistent mean-variance portfolio optimization: a numerical impulse control approach (Q1622505): Difference between revisions
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Revision as of 05:07, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-consistent mean-variance portfolio optimization: a numerical impulse control approach |
scientific article |
Statements
Time-consistent mean-variance portfolio optimization: a numerical impulse control approach (English)
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19 November 2018
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asset allocation
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constrained optimal control
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time-consistent
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pre-commitment
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impulse control
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