Equilibrium Strategies for the Mean-Variance Investment Problem over a Random Horizon (Q4553802)
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scientific article; zbMATH DE number 6969771
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equilibrium Strategies for the Mean-Variance Investment Problem over a Random Horizon |
scientific article; zbMATH DE number 6969771 |
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Equilibrium Strategies for the Mean-Variance Investment Problem over a Random Horizon (English)
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31 October 2018
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mean-variance criterion
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equilibrium strategy
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random horizon
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investment
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