Robust state-dependent mean-variance portfolio selection: a closed-loop approach (Q2049552)
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scientific article; zbMATH DE number 7387036
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| English | Robust state-dependent mean-variance portfolio selection: a closed-loop approach |
scientific article; zbMATH DE number 7387036 |
Statements
Robust state-dependent mean-variance portfolio selection: a closed-loop approach (English)
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27 August 2021
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closed-loop control
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robust mean-variance portfolio selection
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state-dependence
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time-inconsistency
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model uncertainty
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0.8170750141143799
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0.7985077500343323
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0.7738193869590759
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0.763007402420044
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0.7621185183525085
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