Uniqueness of equilibrium strategies in dynamic mean-variance problems with random coefficients (Q2190010)
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| English | Uniqueness of equilibrium strategies in dynamic mean-variance problems with random coefficients |
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Uniqueness of equilibrium strategies in dynamic mean-variance problems with random coefficients (English)
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17 June 2020
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dynamic mean-variance portfolio selection problems
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time inconsistency
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uniqueness of open-loop equilibrium investment strategy
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Riccati equations
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0.8070018887519836
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0.7865732908248901
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0.7834999561309814
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0.777471661567688
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0.7681540250778198
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