Non-Markovian mean-variance portfolio selection problems via closed-loop equilibrium strategies (Q6183322)
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scientific article; zbMATH DE number 7783077
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-Markovian mean-variance portfolio selection problems via closed-loop equilibrium strategies |
scientific article; zbMATH DE number 7783077 |
Statements
Non-Markovian mean-variance portfolio selection problems via closed-loop equilibrium strategies (English)
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4 January 2024
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dynamic mean-variance problems
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time inconsistency
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closed-loop equilibrium strategies
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stochastic Riccati system
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deep learning
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