A mean-field formulation for optimal multi-period mean-variance portfolio selection with an uncertain exit time (Q1785290)
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scientific article; zbMATH DE number 6945306
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| English | A mean-field formulation for optimal multi-period mean-variance portfolio selection with an uncertain exit time |
scientific article; zbMATH DE number 6945306 |
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A mean-field formulation for optimal multi-period mean-variance portfolio selection with an uncertain exit time (English)
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28 September 2018
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mean-field formulation
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multi-period portfolio selection
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multi-period mean-variance formulation
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uncertain exit time
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0.8384904861450195
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0.8196019530296326
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0.8181177973747253
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0.8002157211303711
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0.7869682908058167
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