A mean-field formulation for optimal multi-period mean-variance portfolio selection with an uncertain exit time (Q1785290)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A mean-field formulation for optimal multi-period mean-variance portfolio selection with an uncertain exit time |
scientific article |
Statements
A mean-field formulation for optimal multi-period mean-variance portfolio selection with an uncertain exit time (English)
0 references
28 September 2018
0 references
mean-field formulation
0 references
multi-period portfolio selection
0 references
multi-period mean-variance formulation
0 references
uncertain exit time
0 references
0 references
0 references
0 references
0 references
0 references
0 references
