Time-Inconsistent Portfolio Investment Problems (Q5374163)
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scientific article; zbMATH DE number 6857330
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-Inconsistent Portfolio Investment Problems |
scientific article; zbMATH DE number 6857330 |
Statements
Time-Inconsistent Portfolio Investment Problems (English)
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9 April 2018
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time-inconsistency
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portfolio optimization
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asymptotic methods
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stochastic control
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stochastic risk aversion
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