Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability (Q322987)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability |
scientific article |
Statements
Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability (English)
0 references
7 October 2016
0 references
stochastic interest rate
0 references
multi-period mean-variance portfolio selection
0 references
uncontrollable liability
0 references
dynamic programming
0 references
Lagrangian duality
0 references
