Optimal investment policy in the time consistent mean-variance formulation (Q2442511): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 00:01, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment policy in the time consistent mean-variance formulation |
scientific article |
Statements
Optimal investment policy in the time consistent mean-variance formulation (English)
0 references
3 April 2014
0 references
time consistency
0 references
mean-variance
0 references
optimal investment policy
0 references
Bellman's optimality principle
0 references
Lagrange multiplier method
0 references
