Open-loop equilibrium strategy for mean-variance portfolio selection: a log-return model (Q2031371)
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scientific article; zbMATH DE number 7356906
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| English | Open-loop equilibrium strategy for mean-variance portfolio selection: a log-return model |
scientific article; zbMATH DE number 7356906 |
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Open-loop equilibrium strategy for mean-variance portfolio selection: a log-return model (English)
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9 June 2021
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mean-variance
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log-return
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time-consistent
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open-loop equilibrium strategy
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closed-loop equilibrium strategy
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0.8258925080299377
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0.821790337562561
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0.8189685940742493
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0.8164997696876526
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0.8137615323066711
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