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scientific article

    Statements

    author
    Xiangbo Meng
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    Ziping Du
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    Peng Ye
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    publication date
    3 November 2014
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    zbMATH Keywords
    mean-variance criterion
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    Hamilton-Jacobi-Bellman equation
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    Lagrange multiplier
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    optimal investment strategy
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    91G10
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    62P05
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    60J75
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    90C15
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    90C39
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    zbMATH DE Number
    6363984
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