Multi-period mean-variance portfolio selection with regime switching and a stochastic cash flow (Q414601): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 91G10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 93E20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6033257
@@ Property / zbMATH DE Number: 6033257 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+regime switching
@@ Property / zbMATH Keywords: regime switching / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+mean-variance portfolio selection
@@ Property / zbMATH Keywords: mean-variance portfolio selection / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+efficient frontier
@@ Property / zbMATH Keywords: efficient frontier / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+non-self-financing
@@ Property / zbMATH Keywords: non-self-financing / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic cash flow
@@ Property / zbMATH Keywords: stochastic cash flow / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+dynamic programming
@@ Property / zbMATH Keywords: dynamic programming / rank @@
+Normal rank

Revision as of 19:20, 29 June 2023