Equilibrium strategy for mean-variance-utility portfolio selection under Heston's SV model (Q2020524)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equilibrium strategy for mean-variance-utility portfolio selection under Heston's SV model |
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Equilibrium strategy for mean-variance-utility portfolio selection under Heston's SV model (English)
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23 April 2021
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mean-variance-utility portfolio selection
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game theory
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equilibrium strategy
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Heston's stochastic volatility
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binary utility function
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