Continuous-time mean-variance portfolio selection with random horizon (Q2441394)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Continuous-time mean-variance portfolio selection with random horizon |
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Continuous-time mean-variance portfolio selection with random horizon (English)
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24 March 2014
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backward stochastic differential equation
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mean-variance portfolio selection
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random time horizon
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linear-quadratic control
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continuous time
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