On the distribution of terminal wealth under dynamic mean-variance optimal investment strategies (Q4988555)
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scientific article; zbMATH DE number 7348565
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| English | On the distribution of terminal wealth under dynamic mean-variance optimal investment strategies |
scientific article; zbMATH DE number 7348565 |
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On the Distribution of Terminal Wealth under Dynamic Mean-Variance Optimal Investment Strategies (English)
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17 May 2021
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asset allocation
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constrained optimal control
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time-consistent
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mean-variance
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0.7856234312057495
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0.7765703201293945
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0.756946861743927
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0.7527331709861755
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0.7466875910758972
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