Continuous time mean variance asset allocation: a time-consistent strategy (Q621709): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.ejor.2010.09.038 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2056981121 / rank | |||
Normal rank | |||
Revision as of 18:06, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Continuous time mean variance asset allocation: a time-consistent strategy |
scientific article |
Statements
Continuous time mean variance asset allocation: a time-consistent strategy (English)
0 references
28 January 2011
0 references
time-consistent mean variance asset allocation
0 references
piecewise constant policy timestepping
0 references
constrained policies
0 references
