Better than pre-commitment mean-variance portfolio allocation strategies: a semi-self-financing Hamilton-Jacobi-Bellman equation approach (Q322571)
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scientific article; zbMATH DE number 6636093
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| English | Better than pre-commitment mean-variance portfolio allocation strategies: a semi-self-financing Hamilton-Jacobi-Bellman equation approach |
scientific article; zbMATH DE number 6636093 |
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Better than pre-commitment mean-variance portfolio allocation strategies: a semi-self-financing Hamilton-Jacobi-Bellman equation approach (English)
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7 October 2016
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finance
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investment analysis
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constrained pre-commitment mean-variance
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HJB equation
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0.7681224942207336
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0.7630718350410461
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0.7534972429275513
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0.7516664266586304
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