Equilibrium strategies for the mean-variance investment problem over a random horizon (Q4553802)
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scientific article; zbMATH DE number 6969771
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| English | Equilibrium strategies for the mean-variance investment problem over a random horizon |
scientific article; zbMATH DE number 6969771 |
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Equilibrium Strategies for the Mean-Variance Investment Problem over a Random Horizon (English)
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31 October 2018
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mean-variance criterion
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equilibrium strategy
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random horizon
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investment
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0.8070018887519836
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0.8048416376113892
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0.7993888258934021
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0.7771478891372681
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0.7707036733627319
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