Time-Consistent Portfolio Selection under Short-Selling Prohibition: From Discrete to Continuous Setting (Q2940757)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-Consistent Portfolio Selection under Short-Selling Prohibition: From Discrete to Continuous Setting |
scientific article |
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Time-Consistent Portfolio Selection under Short-Selling Prohibition: From Discrete to Continuous Setting (English)
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20 January 2015
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portfolio management
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equilibrium Markovian control
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wealth dependent risk aversion
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short-selling prohibition
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