Dynamic mean-variance asset allocation with stochastic interest rate and inflation rate (Q2515275): Difference between revisions
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Revision as of 08:25, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic mean-variance asset allocation with stochastic interest rate and inflation rate |
scientific article |
Statements
Dynamic mean-variance asset allocation with stochastic interest rate and inflation rate (English)
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31 July 2015
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asset allocation
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inflation
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stochastic interest rate
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dynamic mean-variance
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Hamilton-Jacobi-Bellman equation
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