Equilibrium and precommitment mean-variance portfolio selection problem with partially observed price index and multiple assets (Q2176383)
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scientific article; zbMATH DE number 7196073
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| English | Equilibrium and precommitment mean-variance portfolio selection problem with partially observed price index and multiple assets |
scientific article; zbMATH DE number 7196073 |
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Equilibrium and precommitment mean-variance portfolio selection problem with partially observed price index and multiple assets (English)
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4 May 2020
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inflation risk
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investment
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partially observation
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time-consistent
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precommitment
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mean-variance
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0.781363844871521
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0.7760459184646606
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0.7722023725509644
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0.7666076421737671
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0.7615513205528259
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