Explicit solutions for continuous time mean-variance portfolio selection with nonlinear wealth equations (Q2407233)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Explicit solutions for continuous time mean-variance portfolio selection with nonlinear wealth equations |
scientific article |
Statements
Explicit solutions for continuous time mean-variance portfolio selection with nonlinear wealth equations (English)
0 references
29 September 2017
0 references
mean-variance portfolio selection
0 references
nonlinear wealth equation
0 references
HJB equation
0 references
viscosity solution
0 references
0 references