Dynamic mean-variance problem with frictions (Q2120542)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic mean-variance problem with frictions |
scientific article |
Statements
Dynamic mean-variance problem with frictions (English)
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1 April 2022
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dynamic mean-variance problem
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price impact
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time-inconsistency
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asymptotics
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mean-field type control problems
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