Characterizations of closed-loop equilibrium solutions for dynamic mean-variance optimization problems (Q680407): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Characterizations of closed-loop equilibrium solutions for dynamic mean-variance optimization problems |
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Characterizations of closed-loop equilibrium solutions for dynamic mean-variance optimization problems (English)
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23 January 2018
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stochastic linear quadratic problems
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time-inconsistency
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dynamic mean-variance portfolio optimization
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closed-loop equilibrium solutions
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