Optimal investment policy in the time consistent mean-variance formulation (Q2442511)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment policy in the time consistent mean-variance formulation |
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Optimal investment policy in the time consistent mean-variance formulation (English)
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3 April 2014
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time consistency
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mean-variance
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optimal investment policy
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Bellman's optimality principle
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Lagrange multiplier method
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