Continuous time mean-variance portfolio optimization through the mean field approach (Q2954223)

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Continuous time mean-variance portfolio optimization through the mean field approach
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    Continuous time mean-variance portfolio optimization through the mean field approach (English)
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    12 January 2017
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    portfolio optimization
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    mean-variance criterion
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    optimal control
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    time inconsistency
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    dynamic programming
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    McKean-Vlasov limit
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    law of large numbers
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