Preservation of Scalarization Optimal Points in the Embedding Technique for Continuous Time Mean Variance Optimization (Q3192132)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Preservation of Scalarization Optimal Points in the Embedding Technique for Continuous Time Mean Variance Optimization |
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Preservation of Scalarization Optimal Points in the Embedding Technique for Continuous Time Mean Variance Optimization (English)
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26 September 2014
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mean variance
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embedding
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Pareto optimal
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scalarization optimization
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optimal trade execution
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HJB equation
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